+221.8%
AJG vs FSLY
+5.6%
+216.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.7% | -8.5% | -3.1% |
| 7D | -7.4% | +11.2% | -18.5% | -7.8% |
| 30D | -3.0% | -18.2% | +15.2% | -2.3% |
| 3M | +12.8% | +21.9% | -9.1% | +11.5% |
| 6M | +12.8% | +4.0% | +8.8% | +10.7% |
| YTD | -4.7% | +123.1% | -127.8% | -10.9% |
| 1Y | -17.2% | +196.9% | -214.1% | -24.3% |
| 3Y | +10.2% | -1.3% | +11.4% | +4.4% |
| 5Y | +76.9% | -50.2% | +127.1% | +67.0% |
| All | +221.8% | +5.6% | +216.2% | +141.4% |
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 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