-17.2%
AWK vs FSLY
-54.2%
+37.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.3% |
| 7D | +2.2% | +3.5% | -1.3% | +2.1% |
| 30D | +4.4% | -6.4% | +10.8% | +4.4% |
| 3M | +15.4% | +10.9% | +4.5% | +14.8% |
| 6M | +3.5% | +6.7% | -3.2% | +2.2% |
| YTD | +9.8% | +111.1% | -101.3% | +5.5% |
| 1Y | +3.0% | +185.8% | -182.8% | -2.2% |
| 3Y | +9.7% | -6.6% | +16.2% | +7.3% |
| 5Y | -17.2% | -52.4% | +35.2% | -27.6% |
| All | -17.2% | -54.2% | +37.1% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling