-28.5%
APTV vs FSLY
-13.8%
-14.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | 0.0% |
| 7D | -1.7% | +4.9% | -6.6% | -2.0% |
| 30D | -11.6% | -33.5% | +21.9% | -9.8% |
| 3M | -21.2% | -44.6% | +23.4% | -18.6% |
| 6M | -28.5% | -9.2% | -19.3% | -32.9% |
| All | -28.5% | -13.8% | -14.7% | -32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling