+1,176.8%
ANET vs FSLY
+7.7%
+1,169.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +5.3% |
| 7D | +3.0% | +12.5% | -9.5% | +1.3% |
| 30D | -5.2% | -18.8% | +13.6% | -2.7% |
| 3M | +27.6% | +22.7% | +4.9% | +23.1% |
| 6M | +44.4% | -3.7% | +48.1% | +39.6% |
| YTD | +52.3% | +127.5% | -75.2% | +26.0% |
| 1Y | +30.4% | +193.5% | -163.1% | +1.9% |
| 3Y | +313.3% | -1.3% | +314.6% | +255.2% |
| 5Y | +810.0% | -47.3% | +857.4% | +668.7% |
| All | +1,176.8% | +7.7% | +1,169.0% | +736.7% |
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