+1,174.5%
ASX vs FSLY
-4.2%
+1,178.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -0.7% | -10.6% | +9.9% | +0.6% |
| 30D | +2.0% | -20.9% | +22.9% | +4.4% |
| 3M | -1.3% | +3.4% | -4.8% | -2.5% |
| 6M | +71.4% | +2.7% | +68.7% | +64.6% |
| YTD | +135.3% | +102.3% | +33.1% | +101.5% |
| 1Y | +267.5% | +182.1% | +85.4% | +195.6% |
| 3Y | +388.5% | -14.6% | +403.0% | +333.2% |
| 5Y | +417.1% | -55.9% | +473.0% | +349.4% |
| All | +1,174.5% | -4.2% | +1,178.7% | +740.5% |
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