+42.0%
ARES vs FSLY
-1.2%
+43.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +8.1% | -22.9% | +31.1% | +9.9% |
| 30D | +18.9% | -44.6% | +63.5% | +23.7% |
| 3M | +2.3% | -41.5% | +43.8% | +5.3% |
| 6M | +12.7% | -20.8% | +33.5% | +12.4% |
| YTD | -10.8% | +59.5% | -70.3% | -20.5% |
| 1Y | -5.3% | +36.1% | -41.5% | -13.9% |
| 3Y | +42.0% | -1.0% | +43.0% | +18.9% |
| All | +42.0% | -1.2% | +43.3% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling