+91.0%
APA vs FSLY
-20.0%
+111.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +9.6% | +11.8% | -2.2% | +8.3% |
| 30D | -0.2% | -36.5% | +36.3% | +3.9% |
| 3M | +19.8% | -39.7% | +59.6% | +24.3% |
| 6M | +30.1% | -9.7% | +39.7% | +28.0% |
| YTD | +100.4% | +68.9% | +31.6% | +73.5% |
| 1Y | +105.2% | +44.5% | +60.7% | +80.8% |
| 3Y | +44.6% | +4.8% | +39.8% | +22.9% |
| 5Y | +88.8% | -66.0% | +154.8% | +69.5% |
| All | +91.0% | -20.0% | +111.0% | +18.2% |
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 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