+285.6%
APH vs FSLY
-13.5%
+299.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | +5.0% | -10.6% | +15.6% | +5.8% |
| 30D | -3.9% | -20.9% | +17.0% | -2.5% |
| 3M | +13.0% | +3.4% | +9.6% | +12.1% |
| 6M | +25.2% | +2.7% | +22.4% | +21.3% |
| YTD | +22.9% | +102.3% | -79.3% | +10.1% |
| 1Y | +47.8% | +182.1% | -134.2% | +26.1% |
| All | +285.6% | -13.5% | +299.1% | +249.3% |
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 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