+8.6%
ALB vs FSLY
+161.0%
-152.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | -2.1% | -22.2% | +20.1% | -1.9% |
| 30D | -9.0% | -19.1% | +10.1% | -8.8% |
| 3M | -21.1% | -15.7% | -5.4% | -21.0% |
| 6M | -49.9% | -23.5% | -26.4% | -50.0% |
| YTD | -32.3% | +106.6% | -138.9% | -25.2% |
| 1Y | +8.6% | +164.3% | -155.7% | +20.4% |
| All | +8.6% | +161.0% | -152.4% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling