+3.7%
AWK vs FSLY
+196.5%
-192.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | +7.5% | -8.3% | -0.8% |
| 30D | +2.8% | -21.1% | +23.9% | +2.9% |
| 3M | +11.3% | +21.8% | -10.5% | +11.1% |
| 6M | +6.7% | -0.1% | +6.9% | +6.1% |
| YTD | +9.4% | +123.1% | -113.7% | +5.3% |
| 1Y | +3.7% | +208.6% | -204.8% | +2.0% |
| All | +3.7% | +196.5% | -192.8% | +2.0% |
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