+51.9%
AWK vs FSLY
-20.0%
+71.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -3.2% | +11.8% | -14.9% | -3.4% |
| 30D | +13.5% | -36.5% | +50.0% | +14.5% |
| 3M | +9.4% | -39.7% | +49.1% | +10.3% |
| 6M | +16.4% | -9.7% | +26.1% | +15.6% |
| YTD | +15.4% | +68.9% | -53.4% | +10.2% |
| 1Y | +16.8% | +44.5% | -27.6% | +12.0% |
| 3Y | +28.6% | +4.8% | +23.7% | +22.5% |
| 5Y | -4.1% | -66.0% | +62.0% | -8.0% |
| All | +51.9% | -20.0% | +71.9% | +22.7% |
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