+619.2%
ASML vs FSLY
-28.5%
+647.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -26.9% | +17.6% | -5.3% |
| 7D | -19.0% | -40.0% | +21.0% | -13.0% |
| 30D | -25.9% | -39.7% | +13.8% | -20.8% |
| 3M | -19.1% | -40.9% | +21.9% | -14.5% |
| 6M | -5.7% | -52.5% | +46.7% | +0.8% |
| YTD | +27.6% | +51.1% | -23.5% | +7.0% |
| 1Y | +30.8% | +90.6% | -59.8% | +3.7% |
| 3Y | +116.2% | -12.4% | +128.6% | +80.4% |
| 5Y | +67.7% | -69.1% | +136.8% | +47.3% |
| All | +619.2% | -28.5% | +647.6% | +383.0% |
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