-70.1%
APTV vs FSLY
-49.3%
-20.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.3% | -3.4% |
| 7D | -1.2% | +11.2% | -12.3% | -2.6% |
| 30D | -10.6% | -18.2% | +7.5% | -8.7% |
| 3M | -35.0% | +21.9% | -56.9% | -37.6% |
| 6M | -38.9% | +4.0% | -42.9% | -42.8% |
| YTD | -41.5% | +123.1% | -164.6% | -53.4% |
| 1Y | -45.8% | +196.9% | -242.7% | -60.1% |
| 3Y | -55.7% | -1.3% | -54.4% | -62.7% |
| 5Y | -70.1% | -50.2% | -19.9% | -77.7% |
| All | -70.1% | -49.3% | -20.8% | -77.7% |
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 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