+366.2%
APO vs FSLY
-19.7%
+386.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | -0.6% |
| 7D | +0.2% | -17.9% | +18.1% | +2.2% |
| 30D | +3.1% | -34.7% | +37.8% | +7.7% |
| 3M | -12.0% | -40.0% | +28.0% | -7.9% |
| 6M | -5.0% | -11.8% | +6.9% | -6.2% |
| YTD | -14.0% | +69.5% | -83.5% | -27.7% |
| 1Y | -5.9% | +44.0% | -49.9% | -19.1% |
| 3Y | +51.6% | +5.2% | +46.3% | +24.9% |
| 5Y | +80.8% | -65.6% | +146.4% | +57.4% |
| All | +366.2% | -19.7% | +386.0% | +187.5% |
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