+185.4%
AMZN vs FSLY
-22.7%
+208.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | +2.8% | +4.9% | -2.0% | +2.2% |
| 30D | +5.0% | -33.5% | +38.5% | +9.5% |
| 3M | +0.6% | -44.6% | +45.2% | +6.2% |
| 6M | -1.3% | -9.2% | +7.9% | -3.3% |
| YTD | +15.5% | +63.3% | -47.7% | -4.1% |
| 1Y | +12.2% | +45.3% | -33.0% | -5.3% |
| 3Y | +87.0% | +3.7% | +83.3% | +52.2% |
| 5Y | +51.3% | -67.2% | +118.5% | +29.4% |
| All | +185.4% | -22.7% | +208.0% | +101.9% |
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