+296.4%
APH vs FSLY
-66.1%
+362.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +11.1% | +11.8% | -0.6% | +9.8% |
| 30D | -7.3% | -36.5% | +29.2% | -3.4% |
| 3M | -6.2% | -39.7% | +33.6% | -2.4% |
| 6M | +24.9% | -9.7% | +34.6% | +24.1% |
| YTD | +18.4% | +68.9% | -50.4% | +3.9% |
| 1Y | +13.0% | +44.5% | -31.5% | +1.0% |
| 3Y | +276.4% | +4.8% | +271.6% | +223.8% |
| 5Y | +296.4% | -66.0% | +362.5% | +233.0% |
| All | +296.4% | -66.1% | +362.5% | +233.0% |
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