+250.4%
APP vs FSLY
-66.1%
+316.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +10.6% | +11.8% | -1.2% | +8.6% |
| 30D | +44.6% | -36.5% | +81.1% | +53.4% |
| 3M | +29.6% | -39.7% | +69.3% | +36.6% |
| 6M | -19.8% | -9.7% | -10.1% | -22.4% |
| YTD | -41.6% | +68.9% | -110.4% | -58.2% |
| 1Y | -32.7% | +44.5% | -77.1% | -49.7% |
| 3Y | +799.0% | +4.8% | +794.2% | +495.4% |
| 5Y | +250.4% | -66.0% | +316.4% | +192.6% |
| All | +250.4% | -66.1% | +316.5% | +192.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling