+974.7%
ASX vs FSLY
-26.3%
+1,001.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.4% | +6.0% |
| 7D | -19.9% | -31.4% | +11.5% | -15.6% |
| 30D | -30.9% | -37.3% | +6.4% | -26.4% |
| 3M | -15.1% | -30.1% | +15.0% | -11.7% |
| 6M | -6.5% | -49.8% | +43.3% | -0.5% |
| YTD | +98.4% | +55.7% | +42.7% | +75.4% |
| 1Y | +107.9% | +44.5% | +63.4% | +85.2% |
| 3Y | +325.3% | -4.3% | +329.6% | +270.5% |
| 5Y | +447.3% | -68.2% | +515.5% | +395.6% |
| All | +974.7% | -26.3% | +1,001.0% | +631.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling