+229.3%
APLD vs FSLY
-9.3%
+238.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.5% | -5.1% |
| 7D | +2.7% | +4.9% | -2.2% | +1.7% |
| 30D | -21.4% | -33.5% | +12.1% | -14.2% |
| 3M | -47.8% | -44.6% | -3.2% | -41.9% |
| 6M | -64.9% | -9.2% | -55.7% | -65.2% |
| YTD | -34.9% | +63.3% | -98.1% | -49.4% |
| 1Y | -30.7% | +45.3% | -76.0% | -44.6% |
| 3Y | +305.3% | +3.7% | +301.6% | +208.9% |
| All | +229.3% | -9.3% | +238.6% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling