+60.2%
ALB vs FSLY
+187.7%
-127.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +2.5% |
| 7D | -4.4% | +3.5% | -7.9% | -4.4% |
| 30D | -1.2% | -6.4% | +5.2% | -1.1% |
| 3M | -13.3% | +10.9% | -24.2% | -13.5% |
| 6M | -19.8% | +6.7% | -26.5% | -19.3% |
| YTD | -7.9% | +111.1% | -119.0% | -2.8% |
| 1Y | +60.2% | +185.8% | -125.6% | +61.1% |
| All | +60.2% | +187.7% | -127.5% | +61.1% |
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