+741.4%
ATI vs FSLY
+5.6%
+735.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.7% | +7.5% | -10.2% | -3.4% |
| 30D | -13.5% | -21.1% | +7.6% | -11.9% |
| 3M | +8.5% | +21.8% | -13.2% | +5.8% |
| 6M | +25.2% | -0.1% | +25.3% | +21.1% |
| YTD | +73.4% | +123.1% | -49.7% | +52.0% |
| 1Y | +160.5% | +208.6% | -48.1% | +118.0% |
| 3Y | +347.3% | -1.3% | +348.6% | +297.2% |
| 5Y | +1,049.0% | -48.4% | +1,097.3% | +909.8% |
| All | +741.4% | +5.6% | +735.8% | +412.8% |
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