+406.9%
APO vs FSLY
-4.2%
+411.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -1.0% | -10.6% | +9.6% | +0.4% |
| 30D | +3.5% | -20.9% | +24.4% | +6.0% |
| 3M | +4.5% | +3.4% | +1.1% | +3.1% |
| 6M | +22.8% | +2.7% | +20.0% | +16.7% |
| YTD | -6.5% | +102.3% | -108.8% | -21.8% |
| 1Y | +0.8% | +182.1% | -181.2% | -21.5% |
| 3Y | +62.0% | -14.6% | +76.5% | +40.5% |
| 5Y | +138.2% | -55.9% | +194.1% | +104.0% |
| All | +406.9% | -4.2% | +411.1% | +210.9% |
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