+89.3%
AON vs FSLY
-4.2%
+93.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.1% |
| 7D | -9.1% | -10.6% | +1.5% | -8.7% |
| 30D | -10.2% | -20.9% | +10.7% | -9.6% |
| 3M | +0.5% | +3.4% | -2.9% | -0.1% |
| 6M | -4.8% | +2.7% | -7.6% | -6.6% |
| YTD | -8.0% | +102.3% | -110.3% | -13.4% |
| 1Y | -13.1% | +182.1% | -195.1% | -20.0% |
| 3Y | -1.3% | -14.6% | +13.3% | -5.8% |
| 5Y | +14.9% | -55.9% | +70.8% | +8.3% |
| All | +89.3% | -4.2% | +93.5% | +55.2% |
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