+685.3%
AU vs FSLY
-50.4%
+735.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -7.0% | +7.5% | -14.5% | -7.2% |
| 30D | +7.3% | -21.1% | +28.4% | +8.1% |
| 3M | +33.2% | +21.8% | +11.4% | +31.8% |
| 6M | -0.6% | -0.1% | -0.5% | -1.9% |
| YTD | +26.2% | +123.1% | -96.9% | +20.4% |
| 1Y | +68.3% | +208.6% | -140.3% | +57.4% |
| 3Y | +592.1% | -1.3% | +593.4% | +569.1% |
| 5Y | +685.3% | -48.4% | +733.6% | +587.5% |
| All | +685.3% | -50.4% | +735.7% | +587.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling