+564.9%
ARES vs FSLY
-20.0%
+584.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -0.3% | +11.8% | -12.1% | -1.7% |
| 30D | +15.3% | -36.5% | +51.8% | +20.5% |
| 3M | -5.4% | -39.7% | +34.4% | -1.5% |
| 6M | +10.0% | -9.7% | +19.7% | +7.9% |
| YTD | -14.7% | +68.9% | -83.5% | -28.3% |
| 1Y | -9.7% | +44.5% | -54.1% | -22.4% |
| 3Y | +35.8% | +4.8% | +31.0% | +12.7% |
| 5Y | +80.9% | -66.0% | +146.9% | +54.6% |
| All | +564.9% | -20.0% | +584.9% | +340.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling