+355.9%
APH vs FSLY
-55.9%
+411.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.8% |
| 6M | +25.2% | +2.7% | +22.4% | +20.3% |
| YTD | +22.9% | +102.3% | -79.3% | +7.0% |
| 1Y | +47.8% | +182.1% | -134.2% | +22.0% |
| 3Y | +283.0% | -14.6% | +297.6% | +242.8% |
| All | +355.9% | -55.9% | +411.8% | +279.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling