+44.8%
AWK vs FSLY
-4.2%
+49.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.1% |
| 7D | +1.7% | -10.6% | +12.4% | +2.1% |
| 30D | +5.6% | -20.9% | +26.5% | +6.1% |
| 3M | +15.9% | +3.4% | +12.4% | +15.4% |
| 6M | +4.6% | +2.7% | +1.8% | +3.1% |
| YTD | +10.1% | +102.3% | -92.2% | +5.1% |
| 1Y | +2.1% | +182.1% | -180.0% | -4.1% |
| 3Y | +9.8% | -14.6% | +24.4% | +6.5% |
| 5Y | -15.4% | -55.9% | +40.5% | -19.2% |
| All | +44.8% | -4.2% | +49.1% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling