+790.7%
ATI vs FSLY
-4.2%
+794.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.2% |
| 7D | -0.1% | -10.6% | +10.6% | +0.9% |
| 30D | +2.7% | -20.9% | +23.6% | +4.3% |
| 3M | +16.3% | +3.4% | +12.9% | +15.0% |
| 6M | +30.2% | +2.7% | +27.4% | +25.6% |
| YTD | +83.6% | +102.3% | -18.7% | +62.3% |
| 1Y | +173.0% | +182.1% | -9.1% | +130.3% |
| 3Y | +356.6% | -14.6% | +371.2% | +311.1% |
| 5Y | +1,074.2% | -55.9% | +1,130.1% | +947.2% |
| All | +790.7% | -4.2% | +794.9% | +447.7% |
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 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