+597.8%
APH vs FSLY
-26.3%
+624.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.1% | +3.8% |
| 7D | -5.9% | -31.4% | +25.5% | -2.7% |
| 30D | -14.8% | -37.3% | +22.5% | -11.4% |
| 3M | -12.4% | -30.1% | +17.7% | -10.5% |
| 6M | +8.1% | -49.8% | +57.9% | +12.3% |
| YTD | +10.9% | +55.7% | -44.8% | -0.6% |
| 1Y | +8.8% | +44.5% | -35.7% | -1.9% |
| 3Y | +262.1% | -4.3% | +266.4% | +220.5% |
| 5Y | +283.1% | -68.2% | +351.3% | +247.9% |
| All | +597.8% | -26.3% | +624.1% | +391.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling