+110.7%
ALB vs FSLY
0.0%
+110.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.9% |
| 7D | -4.4% | +3.5% | -7.9% | -4.9% |
| 30D | -1.2% | -6.4% | +5.2% | -1.0% |
| 3M | -13.3% | +10.9% | -24.2% | -15.9% |
| 6M | -19.8% | +6.7% | -26.5% | -25.1% |
| YTD | -7.9% | +111.1% | -119.0% | -27.0% |
| 1Y | +60.2% | +185.8% | -125.6% | +17.5% |
| 3Y | -26.4% | -6.6% | -19.9% | -38.6% |
| 5Y | -42.5% | -52.4% | +9.9% | -51.7% |
| All | +110.7% | 0.0% | +110.8% | +39.8% |
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 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