-47.0%
APTV vs FSLY
-22.7%
-24.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +0.3% |
| 7D | -1.7% | +4.9% | -6.6% | -2.4% |
| 30D | -11.6% | -33.5% | +21.9% | -7.8% |
| 3M | -21.2% | -44.6% | +23.4% | -16.8% |
| 6M | -28.5% | -9.2% | -19.3% | -30.0% |
| YTD | -49.1% | +63.3% | -112.3% | -57.8% |
| 1Y | -52.2% | +45.3% | -97.5% | -59.7% |
| 3Y | -48.6% | +3.7% | -52.4% | -58.4% |
| 5Y | -77.3% | -67.2% | -10.1% | -80.6% |
| All | -47.0% | -22.7% | -24.3% | -67.3% |
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