+166.1%
APA vs FSLY
-54.2%
+220.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.5% | +1.4% |
| 7D | -1.7% | +3.5% | -5.2% | -2.0% |
| 30D | +15.7% | -6.4% | +22.1% | +15.9% |
| 3M | +16.5% | +10.9% | +5.6% | +14.0% |
| 6M | +35.1% | +6.7% | +28.4% | +29.0% |
| YTD | +82.2% | +111.1% | -28.9% | +57.0% |
| 1Y | +102.5% | +185.8% | -83.3% | +64.5% |
| 3Y | +10.3% | -6.6% | +16.9% | -4.0% |
| 5Y | +166.1% | -52.4% | +218.5% | +135.9% |
| All | +166.1% | -54.2% | +220.3% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling