+1,382.4%
AVGO vs FSLY
-4.2%
+1,386.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | -3.0% | -10.6% | +7.7% | -1.5% |
| 30D | -14.4% | -20.9% | +6.5% | -12.3% |
| 3M | -14.4% | +3.4% | -17.8% | -15.6% |
| 6M | +13.1% | +2.7% | +10.4% | +8.0% |
| YTD | +3.8% | +102.3% | -98.5% | -13.2% |
| 1Y | +17.8% | +182.1% | -164.3% | -8.3% |
| 3Y | +325.3% | -14.6% | +339.8% | +270.8% |
| 5Y | +689.9% | -55.9% | +745.8% | +587.5% |
| All | +1,382.4% | -4.2% | +1,386.6% | +848.3% |
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 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