+77.3%
AON vs FSLY
+7.7%
+69.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.6% | -1.7% |
| 7D | -6.3% | +12.5% | -18.8% | -6.8% |
| 30D | -14.1% | -18.8% | +4.7% | -13.5% |
| 3M | -9.5% | +22.7% | -32.2% | -10.6% |
| 6M | -4.0% | -3.7% | -0.3% | -5.4% |
| YTD | -13.8% | +127.5% | -141.3% | -19.3% |
| 1Y | -18.3% | +193.5% | -211.8% | -24.9% |
| 3Y | -7.2% | -1.3% | -5.9% | -12.0% |
| 5Y | +7.3% | -47.3% | +54.7% | +0.4% |
| All | +77.3% | +7.7% | +69.6% | +44.7% |
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