-55.4%
APTV vs FSLY
-0.4%
-55.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.3% | -3.0% |
| 7D | -1.2% | +11.2% | -12.3% | -1.7% |
| 30D | -10.6% | -18.2% | +7.5% | -9.8% |
| 3M | -35.0% | +21.9% | -56.9% | -36.1% |
| 6M | -38.9% | +4.0% | -42.9% | -40.6% |
| YTD | -41.5% | +123.1% | -164.6% | -46.9% |
| 1Y | -45.8% | +196.9% | -242.7% | -52.8% |
| All | -55.4% | -0.4% | -55.0% | -56.2% |
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