+67.7%
ASML vs FSLY
-69.4%
+137.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -26.9% | +17.6% | -5.2% |
| 7D | -19.0% | -40.0% | +21.0% | -12.9% |
| 30D | -25.9% | -39.7% | +13.8% | -20.7% |
| 3M | -19.1% | -40.9% | +21.9% | -14.4% |
| 6M | -5.7% | -52.5% | +46.7% | +0.9% |
| YTD | +27.6% | +51.1% | -23.5% | +6.1% |
| 1Y | +30.8% | +90.6% | -59.8% | +1.9% |
| 3Y | +116.2% | -12.4% | +128.6% | +78.2% |
| 5Y | +67.7% | -69.1% | +136.8% | +37.2% |
| All | +67.7% | -69.4% | +137.1% | +37.2% |
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 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