+57.1%
APO vs FSLY
-7.5%
+64.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.7% |
| 7D | +0.1% | +3.5% | -3.4% | -0.2% |
| 30D | +3.9% | -6.4% | +10.3% | +4.1% |
| 3M | +3.8% | +10.9% | -7.1% | +2.6% |
| 6M | +22.3% | +6.7% | +15.6% | +18.6% |
| YTD | -7.8% | +111.1% | -118.9% | -16.8% |
| 1Y | -0.3% | +185.8% | -186.1% | -14.8% |
| 3Y | +57.1% | -6.6% | +63.7% | +34.8% |
| All | +57.1% | -7.5% | +64.6% | +34.8% |
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