+330.2%
APLD vs FSLY
+6.0%
+324.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +19.6% | +11.8% | +7.9% | +17.2% |
| 30D | -24.5% | -36.5% | +12.1% | -17.9% |
| 3M | -45.6% | -39.7% | -5.8% | -41.2% |
| 6M | -61.4% | -9.7% | -51.7% | -61.5% |
| YTD | -30.9% | +68.9% | -99.7% | -43.6% |
| 1Y | -35.8% | +44.5% | -80.3% | -45.5% |
| All | +330.2% | +6.0% | +324.2% | +214.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling