-34.2%
ALB vs FSLY
-13.5%
-20.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.2% |
| 7D | -8.1% | -10.6% | +2.6% | -7.1% |
| 30D | +6.3% | -20.9% | +27.2% | +8.1% |
| 3M | -23.6% | +3.4% | -27.0% | -24.6% |
| 6M | -24.6% | +2.7% | -27.4% | -27.9% |
| YTD | -10.3% | +102.3% | -112.5% | -22.9% |
| 1Y | +61.5% | +182.1% | -120.6% | +26.8% |
| All | -34.2% | -13.5% | -20.7% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling