+35.8%
ARM vs FSLY
+43.8%
-8.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +6.3% | +5.8% | +11.1% |
| 7D | +6.0% | -17.9% | +24.0% | +9.0% |
| 30D | -20.3% | -34.7% | +14.4% | -15.7% |
| 3M | -24.4% | -40.0% | +15.6% | -19.8% |
| 6M | -4.4% | -11.8% | +7.5% | -2.6% |
| YTD | +86.0% | +69.5% | +16.5% | +89.2% |
| 1Y | +35.8% | +44.0% | -8.1% | +38.6% |
| All | +35.8% | +43.8% | -8.0% | +38.6% |
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