+220.6%
APLD vs FSLY
-13.5%
+234.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.1% | +6.7% | +9.1% |
| 7D | -12.7% | -31.4% | +18.7% | -5.4% |
| 30D | -34.7% | -37.3% | +2.6% | -28.1% |
| 3M | -46.1% | -30.1% | -16.0% | -43.1% |
| 6M | -64.9% | -49.8% | -15.1% | -61.4% |
| YTD | -36.6% | +55.7% | -92.3% | -50.3% |
| 1Y | -50.0% | +44.5% | -94.5% | -60.0% |
| 3Y | +190.1% | -4.3% | +194.5% | +125.5% |
| All | +220.6% | -13.5% | +234.1% | +98.9% |
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