+655.1%
APH vs FSLY
-25.7%
+680.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.4% | +8.1% |
| 7D | +1.1% | -22.4% | +23.5% | +3.4% |
| 30D | -7.5% | -45.5% | +38.0% | -2.4% |
| 3M | -4.4% | -30.4% | +26.0% | -2.3% |
| 6M | +26.5% | -22.1% | +48.6% | +27.4% |
| YTD | +20.0% | +57.0% | -36.9% | +7.5% |
| 1Y | +16.9% | +38.2% | -21.4% | +5.9% |
| 3Y | +288.5% | -2.5% | +291.0% | +243.4% |
| 5Y | +310.3% | -68.8% | +379.1% | +273.2% |
| All | +655.1% | -25.7% | +680.8% | +431.9% |
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 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