+5.7%
AKAM vs FSLY
-0.4%
+6.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +3.7% |
| 7D | +5.4% | +11.2% | -5.8% | +3.0% |
| 30D | -5.9% | -18.2% | +12.3% | -2.2% |
| 3M | -19.6% | +21.9% | -41.5% | -23.4% |
| 6M | +8.5% | +4.0% | +4.4% | +4.2% |
| YTD | +26.9% | +123.1% | -96.2% | +3.9% |
| 1Y | +41.7% | +196.9% | -155.2% | +9.0% |
| All | +5.7% | -0.4% | +6.1% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling