+86.4%
ASML vs FSLY
-69.6%
+155.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.1% |
| 7D | -0.8% | -22.4% | +21.6% | +2.8% |
| 30D | -14.9% | -45.5% | +30.6% | -7.4% |
| 3M | -13.0% | -30.4% | +17.4% | -10.0% |
| 6M | -4.7% | -22.1% | +17.4% | -3.8% |
| YTD | +42.3% | +57.0% | -14.7% | +17.7% |
| 1Y | +49.7% | +38.2% | +11.5% | +26.6% |
| 3Y | +144.3% | -2.5% | +146.8% | +96.8% |
| 5Y | +86.4% | -68.8% | +155.2% | +55.8% |
| All | +86.4% | -69.6% | +155.9% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling