+296.4%
ARM vs FSLY
-8.9%
+305.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +4.3% |
| 7D | +5.5% | -10.6% | +16.1% | +7.3% |
| 30D | -8.2% | -20.9% | +12.7% | -5.6% |
| 3M | -35.9% | +3.4% | -39.3% | -37.0% |
| 6M | +103.1% | +2.7% | +100.4% | +94.1% |
| YTD | +130.6% | +102.3% | +28.4% | +91.4% |
| 1Y | +86.1% | +182.1% | -96.0% | +38.7% |
| All | +296.4% | -8.9% | +305.3% | +251.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling