+207.4%
ALAB vs FSLY
+25.0%
+182.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +5.8% |
| 7D | -26.3% | -31.4% | +5.1% | -21.5% |
| 30D | -50.1% | -37.3% | -12.8% | -46.3% |
| 3M | -42.5% | -30.1% | -12.4% | -39.5% |
| 6M | -10.8% | -49.8% | +38.9% | -4.1% |
| YTD | +14.6% | +55.7% | -41.1% | +4.0% |
| 1Y | +17.1% | +44.5% | -27.4% | +8.0% |
| All | +207.4% | +25.0% | +182.4% | +113.8% |
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