+807.9%
ASML vs FSLY
-4.2%
+812.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.5% |
| 7D | +1.1% | -10.6% | +11.7% | +2.7% |
| 30D | +2.2% | -20.9% | +23.1% | +4.9% |
| 3M | -2.3% | +3.4% | -5.7% | -3.8% |
| 6M | +23.0% | +2.7% | +20.2% | +16.3% |
| YTD | +61.1% | +102.3% | -41.2% | +31.3% |
| 1Y | +129.1% | +182.1% | -52.9% | +72.9% |
| 3Y | +165.4% | -14.6% | +179.9% | +127.3% |
| 5Y | +109.5% | -55.9% | +165.4% | +76.5% |
| All | +807.9% | -4.2% | +812.1% | +492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling