-2.7%
AWK vs FSLY
-65.4%
+62.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.7% | -0.6% |
| 7D | 0.0% | -17.9% | +18.0% | +0.3% |
| 30D | +15.5% | -34.7% | +50.2% | +16.2% |
| 3M | +10.0% | -40.0% | +50.0% | +10.7% |
| 6M | +20.4% | -11.8% | +32.3% | +19.8% |
| YTD | +17.1% | +69.5% | -52.5% | +12.2% |
| 1Y | +18.3% | +44.0% | -25.7% | +13.8% |
| 3Y | +30.4% | +5.2% | +25.1% | +25.2% |
| 5Y | -2.7% | -65.6% | +62.9% | -10.0% |
| All | -2.7% | -65.4% | +62.7% | -10.0% |
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 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