+73.3%
AIG vs FSLY
+7.7%
+65.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | -1.2% | +12.5% | -13.6% | -1.8% |
| 30D | -1.1% | -18.8% | +17.8% | -0.1% |
| 3M | +0.7% | +22.7% | -22.0% | -1.1% |
| 6M | -2.2% | -3.7% | +1.5% | -4.0% |
| YTD | -10.8% | +127.5% | -138.3% | -18.2% |
| 1Y | -2.0% | +193.5% | -195.6% | -12.4% |
| 3Y | +34.8% | -1.3% | +36.2% | +25.5% |
| 5Y | +55.0% | -47.3% | +102.4% | +42.7% |
| All | +73.3% | +7.7% | +65.6% | +13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling