+249.6%
ALAB vs FSLY
+26.0%
+223.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.8% | +12.9% | +13.6% |
| 7D | -5.6% | -22.4% | +16.9% | -1.3% |
| 30D | -36.6% | -45.5% | +8.8% | -30.4% |
| 3M | -35.1% | -30.4% | -4.7% | -31.7% |
| 6M | +8.5% | -22.1% | +30.6% | +11.9% |
| YTD | +30.4% | +57.0% | -26.6% | +18.2% |
| 1Y | +31.0% | +38.2% | -7.2% | +22.3% |
| All | +249.6% | +26.0% | +223.6% | +142.9% |
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