+43.2%
ARES vs FSLY
-7.5%
+50.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.5% |
| 7D | -0.3% | +3.5% | -3.8% | -0.6% |
| 30D | +1.3% | -6.4% | +7.7% | +1.5% |
| 3M | +10.4% | +10.9% | -0.5% | +8.7% |
| 6M | +29.0% | +6.7% | +22.3% | +24.0% |
| YTD | -12.2% | +111.1% | -123.3% | -22.7% |
| 1Y | -18.4% | +185.8% | -204.2% | -32.4% |
| 3Y | +43.2% | -6.6% | +49.7% | +17.9% |
| All | +43.2% | -7.5% | +50.7% | +17.9% |
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