-52.2%
APTV vs FSLY
+41.1%
-93.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | -0.1% |
| 7D | -1.7% | +4.9% | -6.6% | -1.8% |
| 30D | -11.6% | -33.5% | +21.9% | -11.3% |
| 3M | -21.2% | -44.6% | +23.4% | -20.9% |
| 6M | -28.5% | -9.2% | -19.3% | -28.4% |
| YTD | -49.1% | +63.3% | -112.3% | -49.4% |
| 1Y | -52.2% | +45.3% | -97.5% | -51.7% |
| All | -52.2% | +41.1% | -93.3% | -51.7% |
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