+693.6%
ASML vs FSLY
-20.0%
+713.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | +10.4% | +11.8% | -1.4% | +8.5% |
| 30D | -12.7% | -36.5% | +23.8% | -7.2% |
| 3M | -17.2% | -39.7% | +22.6% | -12.3% |
| 6M | -1.3% | -9.7% | +8.4% | -2.5% |
| YTD | +40.8% | +68.9% | -28.1% | +16.2% |
| 1Y | +45.2% | +44.5% | +0.8% | +22.8% |
| 3Y | +131.8% | +4.8% | +127.0% | +87.8% |
| 5Y | +84.0% | -66.0% | +150.1% | +59.3% |
| All | +693.6% | -20.0% | +713.7% | +424.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling