+366.0%
ATI vs FSLY
-7.5%
+373.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -1.9% |
| 7D | +3.2% | +3.5% | -0.3% | +2.9% |
| 30D | -9.0% | -6.4% | -2.6% | -8.8% |
| 3M | +15.1% | +10.9% | +4.2% | +13.3% |
| 6M | +38.1% | +6.7% | +31.4% | +32.9% |
| YTD | +80.7% | +111.1% | -30.4% | +60.0% |
| 1Y | +167.5% | +185.8% | -18.3% | +123.9% |
| 3Y | +366.0% | -6.6% | +372.6% | +278.4% |
| All | +366.0% | -7.5% | +373.5% | +278.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling