+88.3%
ARES vs FSLY
-68.1%
+156.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | +8.1% | -22.9% | +31.1% | +11.3% |
| 30D | +18.9% | -44.6% | +63.5% | +27.1% |
| 3M | +2.3% | -41.5% | +43.8% | +7.4% |
| 6M | +12.7% | -20.8% | +33.5% | +12.1% |
| YTD | -10.8% | +59.5% | -70.3% | -27.1% |
| 1Y | -5.3% | +36.1% | -41.5% | -20.5% |
| 3Y | +42.0% | -1.0% | +43.0% | +13.5% |
| 5Y | +88.3% | -66.9% | +155.2% | +51.9% |
| All | +88.3% | -68.1% | +156.4% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling