+108.1%
APA vs FSLY
+188.8%
-80.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.5% | +1.7% |
| 7D | -1.7% | +3.5% | -5.2% | -1.8% |
| 30D | +15.7% | -6.4% | +22.1% | +15.7% |
| 3M | +16.5% | +10.9% | +5.6% | +15.8% |
| 6M | +35.1% | +6.7% | +28.4% | +35.3% |
| YTD | +82.2% | +111.1% | -28.9% | +86.4% |
| All | +108.1% | +188.8% | -80.8% | +109.0% |
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