+263.1%
AG vs FSLY
-4.2%
+267.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.7% |
| 7D | +1.0% | -10.6% | +11.6% | +2.0% |
| 30D | +19.2% | -20.9% | +40.1% | +21.1% |
| 3M | +6.2% | +3.4% | +2.7% | +5.2% |
| 6M | -26.7% | +2.7% | -29.4% | -29.2% |
| YTD | +26.1% | +102.3% | -76.1% | +11.4% |
| 1Y | +131.7% | +182.1% | -50.4% | +95.2% |
| 3Y | +255.3% | -14.6% | +269.9% | +223.0% |
| 5Y | +61.9% | -55.9% | +117.8% | +45.9% |
| All | +263.1% | -4.2% | +267.4% | +184.7% |
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