+142.3%
AG vs FSLY
-20.0%
+162.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.2% |
| 7D | -6.0% | +11.8% | -17.8% | -7.0% |
| 30D | -14.3% | -36.5% | +22.2% | -11.3% |
| 3M | -26.9% | -39.7% | +12.8% | -24.6% |
| 6M | -42.1% | -9.7% | -32.4% | -42.6% |
| YTD | -15.9% | +68.9% | -84.7% | -25.4% |
| 1Y | +11.5% | +44.5% | -32.9% | +0.6% |
| 3Y | +208.0% | +4.8% | +203.2% | +170.0% |
| 5Y | +2.4% | -66.0% | +68.5% | -6.2% |
| All | +142.3% | -20.0% | +162.3% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling