+1,015.7%
AU vs FSLY
0.0%
+1,015.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.3% |
| 7D | -0.3% | +3.5% | -3.7% | -0.4% |
| 30D | +12.8% | -6.4% | +19.2% | +12.8% |
| 3M | +28.5% | +10.9% | +17.6% | +27.5% |
| 6M | +4.8% | +6.7% | -1.9% | +3.1% |
| YTD | +31.0% | +111.1% | -80.1% | +24.3% |
| 1Y | +81.4% | +185.8% | -104.3% | +69.0% |
| 3Y | +618.4% | -6.6% | +625.0% | +589.5% |
| 5Y | +686.3% | -52.4% | +738.7% | +641.4% |
| All | +1,015.7% | 0.0% | +1,015.7% | +938.9% |
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 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