-37.1%
APP vs FSLY
+36.0%
-73.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.9% |
| 7D | +79.2% | -22.4% | +101.6% | +76.9% |
| 30D | +48.0% | -45.5% | +93.5% | +44.8% |
| 3M | +18.2% | -30.4% | +48.6% | +17.4% |
| 6M | -12.5% | -22.1% | +9.6% | -12.2% |
| YTD | -39.2% | +57.0% | -96.1% | -24.7% |
| All | -37.1% | +36.0% | -73.1% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling