+268.2%
ALNY vs FSLY
+7.7%
+260.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -6.5% | +12.5% | -19.0% | -7.7% |
| 30D | +11.0% | -18.8% | +29.9% | +12.9% |
| 3M | -14.1% | +22.7% | -36.7% | -16.8% |
| 6M | -22.4% | -3.7% | -18.7% | -25.3% |
| YTD | -37.5% | +127.5% | -165.0% | -47.4% |
| 1Y | -46.9% | +193.5% | -240.5% | -57.6% |
| 3Y | +22.1% | -1.3% | +23.4% | +7.2% |
| 5Y | +31.2% | -47.3% | +78.5% | +13.2% |
| All | +268.2% | +7.7% | +260.5% | +180.5% |
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