-34.4%
APTV vs FSLY
-4.2%
-30.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.4% |
| 7D | +4.8% | -10.6% | +15.4% | +6.3% |
| 30D | +2.0% | -20.9% | +22.9% | +4.4% |
| 3M | -34.2% | +3.4% | -37.7% | -35.4% |
| 6M | -34.7% | +2.7% | -37.4% | -38.5% |
| YTD | -37.0% | +102.3% | -139.2% | -48.2% |
| 1Y | -40.4% | +182.1% | -222.5% | -54.5% |
| 3Y | -54.1% | -14.6% | -39.5% | -60.6% |
| 5Y | -68.0% | -55.9% | -12.1% | -73.4% |
| All | -34.4% | -4.2% | -30.2% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling