+174.6%
ARM vs FSLY
-29.8%
+204.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.7% | +4.2% |
| 7D | -15.2% | -31.4% | +16.2% | -9.5% |
| 30D | -40.7% | -37.3% | -3.4% | -35.8% |
| 3M | -39.1% | -30.1% | -9.0% | -35.9% |
| 6M | -26.4% | -49.8% | +23.4% | -20.0% |
| YTD | +59.7% | +55.7% | +4.1% | +38.4% |
| 1Y | +10.3% | +44.5% | -34.1% | -3.4% |
| 3Y | +228.9% | -4.3% | +233.2% | +186.6% |
| All | +174.6% | -29.8% | +204.4% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling