+199.6%
ARM vs FSLY
-26.4%
+226.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -4.0% |
| 7D | +9.1% | +4.9% | +4.3% | +8.3% |
| 30D | -19.9% | -33.5% | +13.6% | -14.0% |
| 3M | -31.6% | -44.6% | +13.0% | -25.0% |
| 6M | -13.9% | -9.2% | -4.6% | -13.4% |
| YTD | +74.3% | +63.3% | +11.0% | +49.9% |
| 1Y | +35.8% | +45.3% | -9.5% | +19.2% |
| 3Y | +268.6% | +3.7% | +264.9% | +214.7% |
| All | +199.6% | -26.4% | +226.1% | +175.5% |
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