+980.4%
AU vs FSLY
+7.7%
+972.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -4.3% | +12.5% | -16.7% | -4.7% |
| 30D | +7.3% | -18.8% | +26.1% | +8.1% |
| 3M | +26.3% | +22.7% | +3.7% | +24.9% |
| 6M | +1.8% | -3.7% | +5.5% | +0.5% |
| YTD | +26.8% | +127.5% | -100.7% | +20.0% |
| 1Y | +66.7% | +193.5% | -126.8% | +55.2% |
| 3Y | +579.1% | -1.3% | +580.4% | +550.4% |
| 5Y | +689.3% | -47.3% | +736.7% | +641.0% |
| All | +980.4% | +7.7% | +972.7% | +902.9% |
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