+673.2%
APH vs FSLY
-4.2%
+677.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | +5.0% | -10.6% | +15.6% | +6.0% |
| 30D | -3.9% | -20.9% | +17.0% | -2.2% |
| 3M | +13.0% | +3.4% | +9.6% | +11.9% |
| 6M | +25.2% | +2.7% | +22.4% | +20.7% |
| YTD | +22.9% | +102.3% | -79.3% | +8.3% |
| 1Y | +47.8% | +182.1% | -134.2% | +24.4% |
| 3Y | +283.0% | -14.6% | +297.6% | +245.6% |
| 5Y | +349.7% | -55.9% | +405.6% | +298.4% |
| All | +673.2% | -4.2% | +677.5% | +436.1% |
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