+105.2%
APA vs FSLY
+41.0%
+64.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +9.6% | +11.8% | -2.2% | +9.4% |
| 30D | -0.2% | -36.5% | +36.3% | +0.1% |
| 3M | +19.8% | -39.7% | +59.6% | +20.3% |
| 6M | +30.1% | -9.7% | +39.7% | +30.3% |
| YTD | +100.4% | +68.9% | +31.6% | +113.7% |
| 1Y | +105.2% | +44.5% | +60.7% | +117.0% |
| All | +105.2% | +41.0% | +64.2% | +117.0% |
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