+30.4%
ANET vs FSLY
+210.9%
-180.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +5.5% |
| 7D | +3.0% | +12.5% | -9.5% | +2.0% |
| 30D | -5.2% | -18.8% | +13.6% | -3.9% |
| 3M | +27.6% | +22.7% | +4.9% | +25.6% |
| 6M | +44.4% | -3.7% | +48.1% | +43.4% |
| YTD | +52.3% | +127.5% | -75.2% | +50.0% |
| 1Y | +30.4% | +193.5% | -163.1% | +26.9% |
| All | +30.4% | +210.9% | -180.5% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling