+164.9%
ASML vs FSLY
-13.5%
+178.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.4% |
| 7D | +1.1% | -10.6% | +11.7% | +2.1% |
| 30D | +2.2% | -20.9% | +23.1% | +4.0% |
| 3M | -2.3% | +3.4% | -5.7% | -3.2% |
| 6M | +23.0% | +2.7% | +20.2% | +19.0% |
| YTD | +61.1% | +102.3% | -41.2% | +43.1% |
| 1Y | +129.1% | +182.1% | -52.9% | +91.4% |
| All | +164.9% | -13.5% | +178.4% | +145.4% |
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 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