+892.4%
APP vs FSLY
-9.9%
+902.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +9.8% |
| 7D | +71.2% | -31.4% | +102.6% | +71.9% |
| 30D | +39.1% | -37.3% | +76.4% | +40.0% |
| 3M | +16.5% | -30.1% | +46.7% | +16.7% |
| 6M | -16.6% | -49.8% | +33.2% | -16.1% |
| YTD | -41.9% | +55.7% | -97.6% | -43.0% |
| 1Y | -37.0% | +44.5% | -81.5% | -37.8% |
| 3Y | +892.4% | -4.3% | +896.8% | +610.8% |
| All | +892.4% | -9.9% | +902.3% | +610.8% |
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