+563.2%
ARES vs FSLY
+5.6%
+557.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.7% | -8.7% | -3.8% |
| 7D | -2.7% | +11.2% | -13.8% | -4.0% |
| 30D | -2.4% | -18.2% | +15.8% | -0.3% |
| 3M | +3.9% | +21.9% | -18.0% | +0.4% |
| 6M | +26.4% | +4.0% | +22.4% | +20.0% |
| YTD | -14.9% | +123.1% | -138.0% | -29.5% |
| 1Y | -20.4% | +196.9% | -217.3% | -38.0% |
| 3Y | +38.8% | -1.3% | +40.0% | +18.7% |
| 5Y | +97.0% | -50.2% | +147.2% | +63.9% |
| All | +563.2% | +5.6% | +557.6% | +332.6% |
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