+12.5%
APH vs FSLY
+41.6%
-29.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -1.2% |
| 7D | +0.4% | -17.9% | +18.3% | +1.6% |
| 30D | -8.0% | -34.7% | +26.7% | -5.8% |
| 3M | -5.0% | -40.0% | +35.0% | -2.8% |
| 6M | +29.9% | -11.8% | +41.8% | +30.5% |
| YTD | +18.0% | +69.5% | -51.6% | +13.6% |
| All | +12.5% | +41.6% | -29.0% | +12.3% |
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