+47.8%
APH vs FSLY
+181.7%
-133.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +5.0% | -10.6% | +15.6% | +5.4% |
| 30D | -3.9% | -20.9% | +17.0% | -3.1% |
| 3M | +13.0% | +3.4% | +9.6% | +12.7% |
| 6M | +25.2% | +2.7% | +22.4% | +23.7% |
| YTD | +22.9% | +102.3% | -79.3% | +17.2% |
| 1Y | +47.8% | +182.1% | -134.2% | +42.4% |
| All | +47.8% | +181.7% | -133.8% | +42.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling