-7.3%
ALB vs FSLY
+38.2%
-45.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.9% | -4.2% |
| 7D | +5.3% | -22.9% | +28.2% | +5.3% |
| 30D | -6.3% | -44.6% | +38.3% | -6.1% |
| 3M | -27.4% | -41.5% | +14.1% | -27.3% |
| 6M | -53.1% | -20.8% | -32.3% | -52.9% |
| YTD | -32.3% | +59.5% | -91.8% | -23.8% |
| 1Y | -7.3% | +36.1% | -43.4% | +5.2% |
| All | -7.3% | +38.2% | -45.5% | +5.2% |
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