+282.0%
ALNY vs FSLY
+5.6%
+276.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.4% |
| 7D | -3.5% | +11.2% | -14.7% | -4.6% |
| 30D | +18.9% | -18.2% | +37.1% | +20.8% |
| 3M | -13.3% | +21.9% | -35.2% | -16.1% |
| 6M | -20.3% | +4.0% | -24.3% | -24.0% |
| YTD | -35.1% | +123.1% | -158.2% | -45.4% |
| 1Y | -46.5% | +196.9% | -243.4% | -57.4% |
| 3Y | +28.1% | -1.3% | +29.3% | +12.3% |
| 5Y | +36.1% | -50.2% | +86.3% | +18.1% |
| All | +282.0% | +5.6% | +276.4% | +191.5% |
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 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