+38.1%
AKAM vs FSLY
+5.6%
+32.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +0.6% | +7.5% | -6.9% | -0.6% |
| 30D | -8.2% | -21.1% | +12.9% | -4.9% |
| 3M | -17.6% | +21.8% | -39.3% | -20.5% |
| 6M | +2.5% | -0.1% | +2.6% | +0.1% |
| YTD | +22.8% | +123.1% | -100.3% | +4.6% |
| 1Y | +39.6% | +208.6% | -169.0% | +12.6% |
| 3Y | +2.3% | -1.3% | +3.6% | -10.4% |
| 5Y | -4.3% | -48.4% | +44.1% | -16.8% |
| All | +38.1% | +5.6% | +32.5% | +3.2% |
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