+276.0%
APH vs FSLY
+6.5%
+269.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -1.3% |
| 7D | +0.4% | -17.9% | +18.3% | +1.9% |
| 30D | -8.0% | -34.7% | +26.7% | -5.1% |
| 3M | -5.0% | -40.0% | +35.0% | -2.0% |
| 6M | +29.9% | -11.8% | +41.8% | +29.8% |
| YTD | +18.0% | +69.5% | -51.6% | +7.0% |
| 1Y | +11.3% | +44.0% | -32.6% | +2.7% |
| All | +276.0% | +6.5% | +269.5% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling