+528.8%
APP vs FSLY
-77.8%
+606.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +79.2% | -22.4% | +101.6% | +83.6% |
| 30D | +48.0% | -45.5% | +93.5% | +61.5% |
| 3M | +18.2% | -30.4% | +48.6% | +20.4% |
| 6M | -12.5% | -22.1% | +9.6% | -13.2% |
| YTD | -39.2% | +57.0% | -96.1% | -56.2% |
| 1Y | -33.9% | +38.2% | -72.1% | -50.7% |
| 3Y | +933.3% | -2.5% | +935.8% | +594.2% |
| 5Y | +295.9% | -68.8% | +364.7% | +209.3% |
| All | +528.8% | -77.8% | +606.6% | +366.6% |
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