-1.6%
AVGO vs FSLY
+196.5%
-198.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.0% | +7.5% | -6.5% | +0.6% |
| 30D | -13.3% | -21.1% | +7.8% | -12.3% |
| 3M | -2.9% | +21.8% | -24.6% | -4.0% |
| 6M | +5.7% | -0.1% | +5.8% | +4.9% |
| YTD | +4.6% | +123.1% | -118.4% | +4.1% |
| 1Y | -1.6% | +208.6% | -210.2% | -2.2% |
| All | -1.6% | +196.5% | -198.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling