+1,409.3%
AVGO vs FSLY
+5.6%
+1,403.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.9% |
| 7D | -0.8% | +11.2% | -11.9% | -2.3% |
| 30D | -13.7% | -18.2% | +4.4% | -11.6% |
| 3M | -6.9% | +21.9% | -28.8% | -10.3% |
| 6M | +5.8% | +4.0% | +1.7% | +0.8% |
| YTD | +5.7% | +123.1% | -117.4% | -12.9% |
| 1Y | +9.0% | +196.9% | -187.8% | -15.7% |
| 3Y | +340.5% | -1.3% | +341.8% | +276.1% |
| 5Y | +711.1% | -50.2% | +761.3% | +594.0% |
| All | +1,409.3% | +5.6% | +1,403.6% | +852.3% |
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