+46.1%
ASML vs FSLY
+161.0%
-114.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -10.0% | -22.2% | +12.2% | -8.9% |
| 30D | -19.4% | -19.1% | -0.3% | -18.7% |
| 3M | -12.5% | -15.7% | +3.2% | -12.0% |
| 6M | +8.2% | -23.5% | +31.7% | +8.0% |
| YTD | +40.7% | +106.6% | -65.9% | +41.7% |
| 1Y | +46.1% | +164.3% | -118.1% | +48.8% |
| All | +46.1% | +161.0% | -114.8% | +48.8% |
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 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