+174.8%
AMZN vs FSLY
+7.7%
+167.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | 0.0% | +1.7% |
| 7D | -0.7% | +12.5% | -13.2% | -2.2% |
| 30D | -3.9% | -18.8% | +14.9% | -1.8% |
| 3M | +6.3% | +22.7% | -16.3% | +2.3% |
| 6M | +20.8% | -3.7% | +24.5% | +15.2% |
| YTD | +11.2% | +127.5% | -116.3% | -10.0% |
| 1Y | +11.7% | +193.5% | -181.9% | -15.0% |
| 3Y | +79.4% | -1.3% | +80.8% | +51.4% |
| 5Y | +48.0% | -47.3% | +95.4% | +21.1% |
| All | +174.8% | +7.7% | +167.1% | +89.4% |
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 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