+35.7%
AKAM vs FSLY
-4.2%
+39.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -2.1% | -10.6% | +8.5% | -0.4% |
| 30D | -13.9% | -20.9% | +7.0% | -11.1% |
| 3M | -33.8% | +3.4% | -37.2% | -34.6% |
| 6M | +2.2% | +2.7% | -0.6% | -0.5% |
| YTD | +20.6% | +102.3% | -81.7% | +4.4% |
| 1Y | +36.3% | +182.1% | -145.7% | +11.6% |
| 3Y | -0.1% | -14.6% | +14.4% | -10.7% |
| 5Y | -7.5% | -55.9% | +48.4% | -17.9% |
| All | +35.7% | -4.2% | +39.9% | +2.9% |
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