+22.1%
ALNY vs FSLY
+1.6%
+20.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -6.5% | +12.5% | -19.0% | -6.8% |
| 30D | +11.0% | -18.8% | +29.9% | +11.5% |
| 3M | -14.1% | +22.7% | -36.7% | -14.8% |
| 6M | -22.4% | -3.7% | -18.7% | -23.1% |
| YTD | -37.5% | +127.5% | -165.0% | -40.7% |
| 1Y | -46.9% | +193.5% | -240.5% | -51.2% |
| 3Y | +22.1% | -1.3% | +23.4% | +11.4% |
| All | +22.1% | +1.6% | +20.5% | +11.4% |
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