+20.3%
ARM vs FSLY
+36.0%
-15.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.6% |
| 7D | -5.3% | -22.4% | +17.1% | -1.8% |
| 30D | -30.0% | -45.5% | +15.4% | -24.3% |
| 3M | -34.1% | -30.4% | -3.7% | -30.8% |
| 6M | -12.6% | -22.1% | +9.4% | -9.8% |
| YTD | +70.4% | +57.0% | +13.5% | +75.0% |
| All | +20.3% | +36.0% | -15.7% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling