+389.1%
APO vs FSLY
+7.7%
+381.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.1% | +0.6% |
| 7D | -3.5% | +12.5% | -16.0% | -5.0% |
| 30D | -6.6% | -18.8% | +12.3% | -4.4% |
| 3M | -3.3% | +22.7% | -25.9% | -6.6% |
| 6M | +22.6% | -3.7% | +26.3% | +17.8% |
| YTD | -9.8% | +127.5% | -137.3% | -25.7% |
| 1Y | -3.9% | +193.5% | -197.4% | -25.3% |
| 3Y | +52.5% | -1.3% | +53.8% | +29.7% |
| 5Y | +134.0% | -47.3% | +181.4% | +96.0% |
| All | +389.1% | +7.7% | +381.4% | +195.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling