+88.8%
APA vs FSLY
+181.7%
-92.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -3.1% |
| 7D | +0.5% | -10.6% | +11.2% | +0.7% |
| 30D | +23.4% | -20.9% | +44.3% | +23.6% |
| 3M | +12.7% | +3.4% | +9.3% | +12.2% |
| 6M | +39.4% | +2.7% | +36.7% | +39.8% |
| YTD | +79.0% | +102.3% | -23.3% | +83.2% |
| 1Y | +88.8% | +182.1% | -93.2% | +93.3% |
| All | +88.8% | +181.7% | -92.8% | +93.3% |
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