+35.8%
ARM vs FSLY
+41.1%
-5.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -4.1% |
| 7D | +9.1% | +4.9% | +4.3% | +8.4% |
| 30D | -19.9% | -33.5% | +13.6% | -15.4% |
| 3M | -31.6% | -44.6% | +13.0% | -26.8% |
| 6M | -13.9% | -9.2% | -4.6% | -12.1% |
| YTD | +74.3% | +63.3% | +11.0% | +78.8% |
| 1Y | +35.8% | +45.3% | -9.5% | +39.4% |
| All | +35.8% | +41.1% | -5.3% | +39.4% |
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