+128.9%
ASML vs FSLY
-9.9%
+138.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.1% | +2.0% | +4.7% |
| 7D | -9.0% | -31.4% | +22.4% | -5.9% |
| 30D | -21.0% | -37.3% | +16.3% | -17.8% |
| 3M | -16.3% | -30.1% | +13.8% | -14.3% |
| 6M | -7.5% | -49.8% | +42.3% | -4.1% |
| YTD | +34.0% | +55.7% | -21.7% | +22.5% |
| 1Y | +39.3% | +44.5% | -5.2% | +28.3% |
| 3Y | +128.9% | -4.3% | +133.2% | +94.1% |
| All | +128.9% | -9.9% | +138.7% | +94.1% |
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