+40.2%
APH vs FSLY
+205.2%
-165.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.7% |
| 7D | +1.6% | +11.2% | -9.5% | +1.2% |
| 30D | -3.0% | -18.2% | +15.2% | -2.3% |
| 3M | +5.7% | +21.9% | -16.2% | +4.8% |
| 6M | +20.0% | +4.0% | +16.0% | +18.5% |
| YTD | +20.8% | +123.1% | -102.3% | +14.7% |
| 1Y | +40.2% | +196.9% | -156.6% | +34.2% |
| All | +40.2% | +205.2% | -165.0% | +34.2% |
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