+78.8%
APA vs FSLY
+5.6%
+73.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.4% |
| 7D | +0.3% | +11.2% | -10.8% | -0.8% |
| 30D | +9.3% | -18.2% | +27.5% | +11.2% |
| 3M | +23.3% | +21.9% | +1.4% | +19.5% |
| 6M | +39.5% | +4.0% | +35.5% | +33.5% |
| YTD | +87.6% | +123.1% | -35.5% | +59.8% |
| 1Y | +114.2% | +196.9% | -82.6% | +73.4% |
| 3Y | +13.6% | -1.3% | +14.8% | -1.4% |
| 5Y | +175.6% | -50.2% | +225.8% | +139.8% |
| All | +78.8% | +5.6% | +73.2% | +8.9% |
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 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