+247.2%
ARM vs FSLY
-1.2%
+248.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | -10.4% | -22.9% | +12.6% | -6.4% |
| 30D | -31.8% | -44.6% | +12.7% | -24.9% |
| 3M | -32.2% | -41.5% | +9.2% | -26.6% |
| 6M | -14.9% | -20.8% | +5.9% | -12.8% |
| YTD | +66.0% | +59.5% | +6.5% | +45.3% |
| 1Y | +17.2% | +36.1% | -18.9% | +5.6% |
| 3Y | +247.2% | -1.0% | +248.2% | +204.4% |
| All | +247.2% | -1.2% | +248.4% | +204.4% |
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 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