+56.6%
ALB vs FSLY
-19.7%
+76.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.3% | -5.2% | +0.2% |
| 7D | +1.1% | -17.9% | +19.0% | +3.1% |
| 30D | -2.6% | -34.7% | +32.1% | +2.4% |
| 3M | -25.6% | -40.0% | +14.5% | -21.7% |
| 6M | -54.0% | -11.8% | -42.2% | -55.0% |
| YTD | -31.6% | +69.5% | -101.1% | -45.1% |
| 1Y | -6.6% | +44.0% | -50.5% | -23.0% |
| 3Y | -14.0% | +5.2% | -19.2% | -31.7% |
| 5Y | -62.5% | -65.6% | +3.0% | -67.6% |
| All | +56.6% | -19.7% | +76.3% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling