+3.3%
AVGO vs FSLY
+41.0%
-37.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +25.0% | +11.8% | +13.2% | +23.8% |
| 30D | +2.0% | -36.5% | +38.5% | +5.3% |
| 3M | -12.3% | -39.7% | +27.5% | -9.5% |
| 6M | -12.8% | -9.7% | -3.1% | -12.4% |
| YTD | +5.9% | +68.9% | -63.0% | +8.4% |
| 1Y | +3.3% | +44.5% | -41.1% | +10.3% |
| All | +3.3% | +41.0% | -37.7% | +10.3% |
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 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