+267.2%
ALAB vs FSLY
+35.6%
+231.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | +26.9% | +11.8% | +15.2% | +24.7% |
| 30D | -30.0% | -36.5% | +6.5% | -24.8% |
| 3M | -28.5% | -39.7% | +11.2% | -23.4% |
| 6M | +11.4% | -9.7% | +21.1% | +12.6% |
| YTD | +36.9% | +68.9% | -31.9% | +22.7% |
| 1Y | +44.4% | +44.5% | -0.1% | +34.1% |
| All | +267.2% | +35.6% | +231.7% | +152.1% |
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