+360.2%
APO vs FSLY
-20.0%
+380.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +3.5% | +11.8% | -8.3% | +2.0% |
| 30D | +4.4% | -36.5% | +40.9% | +9.4% |
| 3M | -12.1% | -39.7% | +27.7% | -8.1% |
| 6M | -7.2% | -9.7% | +2.4% | -8.7% |
| YTD | -15.1% | +68.9% | -84.0% | -28.6% |
| 1Y | -7.7% | +44.5% | -52.1% | -20.6% |
| 3Y | +49.6% | +4.8% | +44.8% | +23.3% |
| 5Y | +78.3% | -66.0% | +144.3% | +55.4% |
| All | +360.2% | -20.0% | +380.2% | +183.9% |
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