+384.5%
ALAB vs FSLY
+79.1%
+305.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.6% | +3.3% |
| 7D | +9.6% | +11.2% | -1.5% | +8.1% |
| 30D | -5.3% | -18.2% | +12.9% | -3.0% |
| 3M | -12.0% | +21.9% | -33.9% | -15.1% |
| 6M | +145.7% | +4.0% | +141.7% | +136.5% |
| YTD | +80.7% | +123.1% | -42.4% | +55.0% |
| 1Y | +40.1% | +196.9% | -156.7% | +8.2% |
| All | +384.5% | +79.1% | +305.4% | +218.6% |
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 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