+400.4%
ALAB vs FSLY
+62.4%
+338.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.5% | +12.3% | +10.1% |
| 7D | +7.2% | -10.6% | +17.9% | +8.8% |
| 30D | -2.5% | -20.9% | +18.4% | -0.2% |
| 3M | -13.3% | +3.4% | -16.7% | -14.4% |
| 6M | +172.8% | +2.7% | +170.1% | +163.5% |
| YTD | +86.6% | +102.3% | -15.7% | +62.2% |
| 1Y | +65.2% | +182.1% | -116.9% | +27.3% |
| All | +400.4% | +62.4% | +338.0% | +233.3% |
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