-50.0%
APLD vs FSLY
+63.4%
-113.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.1% | +6.7% | +9.3% |
| 7D | -12.7% | -31.4% | +18.7% | -8.3% |
| 30D | -34.7% | -37.3% | +2.6% | -30.7% |
| 3M | -46.1% | -30.1% | -16.0% | -43.8% |
| 6M | -64.9% | -49.8% | -15.1% | -62.6% |
| YTD | -36.6% | +55.7% | -92.3% | -39.1% |
| 1Y | -50.0% | +44.5% | -94.5% | -50.3% |
| All | -50.0% | +63.4% | -113.4% | -50.3% |
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