+273.8%
APH vs FSLY
-4.2%
+278.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -9.7% | -38.1% | -46.8% |
| 7D | -48.7% | -16.4% | -32.3% | -47.4% |
| 30D | -51.9% | -20.9% | -31.0% | -50.6% |
| 3M | -43.6% | +3.4% | -47.0% | -43.6% |
| 6M | -37.5% | +2.7% | -40.3% | -39.2% |
| YTD | -38.6% | +102.3% | -140.9% | -45.4% |
| 1Y | -26.3% | +182.1% | -208.4% | -37.4% |
| 3Y | +89.2% | -14.6% | +103.8% | +72.4% |
| 5Y | +119.8% | -55.9% | +175.7% | +96.6% |
| All | +273.8% | -4.2% | +278.0% | +161.4% |
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 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