+9.9%
AGG vs FSLY
+5.6%
+4.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.3% |
| 7D | -0.2% | +11.2% | -11.3% | -0.2% |
| 30D | -0.2% | -18.2% | +17.9% | -0.1% |
| 3M | -0.7% | +21.9% | -22.6% | -0.9% |
| 6M | -1.8% | +4.0% | -5.8% | -2.0% |
| YTD | -0.6% | +123.1% | -123.7% | -1.6% |
| 1Y | +0.4% | +196.9% | -196.5% | -1.0% |
| 3Y | +13.2% | -1.3% | +14.4% | +12.2% |
| 5Y | -2.0% | -50.2% | +48.3% | -3.4% |
| All | +9.9% | +5.6% | +4.3% | +8.5% |
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