+738.4%
AMAT vs FSLY
-26.3%
+764.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.2% | +3.7% |
| 7D | -14.7% | -31.4% | +16.7% | -9.6% |
| 30D | -36.1% | -37.3% | +1.2% | -31.6% |
| 3M | -36.9% | -30.1% | -6.7% | -34.5% |
| 6M | -22.2% | -49.8% | +27.6% | -16.7% |
| YTD | +29.9% | +55.7% | -25.8% | +9.1% |
| 1Y | +43.3% | +44.5% | -1.2% | +21.6% |
| 3Y | +142.7% | -4.3% | +147.0% | +100.8% |
| 5Y | +126.2% | -68.2% | +194.4% | +101.0% |
| All | +738.4% | -26.3% | +764.7% | +419.8% |
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