-46.5%
APLD vs FSLY
+161.0%
-207.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.6% | -6.7% |
| 7D | -18.5% | -22.2% | +3.6% | -16.7% |
| 30D | -32.8% | -19.1% | -13.6% | -31.5% |
| 3M | -46.9% | -15.7% | -31.2% | -46.3% |
| 6M | -53.4% | -23.5% | -29.9% | -52.8% |
| YTD | -32.3% | +106.6% | -138.9% | -34.0% |
| 1Y | -46.5% | +164.3% | -210.8% | -47.2% |
| All | -46.5% | +161.0% | -207.5% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling