+41.7%
AWK vs FSLY
+7.7%
+34.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.6% |
| 7D | -2.1% | +12.5% | -14.6% | -2.5% |
| 30D | +2.1% | -18.8% | +20.9% | +2.6% |
| 3M | +11.4% | +22.7% | -11.3% | +10.4% |
| 6M | +3.9% | -3.7% | +7.6% | +2.8% |
| YTD | +7.7% | +127.5% | -119.8% | +2.4% |
| 1Y | +1.3% | +193.5% | -192.2% | -4.9% |
| 3Y | +7.2% | -1.3% | +8.5% | +3.4% |
| 5Y | -17.0% | -47.3% | +30.3% | -21.3% |
| All | +41.7% | +7.7% | +34.0% | +14.1% |
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