+699.3%
ASML vs FSLY
-24.5%
+723.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -2.9% | -22.9% | +20.1% | +0.7% |
| 30D | -15.2% | -44.6% | +29.4% | -8.0% |
| 3M | -12.9% | -41.5% | +28.6% | -7.4% |
| 6M | -5.0% | -20.8% | +15.8% | -4.3% |
| YTD | +41.8% | +59.5% | -17.7% | +18.0% |
| 1Y | +46.0% | +36.1% | +9.9% | +24.7% |
| 3Y | +133.5% | -1.0% | +134.4% | +90.8% |
| 5Y | +93.0% | -66.9% | +159.9% | +67.9% |
| All | +699.3% | -24.5% | +723.8% | +432.6% |
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