+52.8%
AWK vs FSLY
-20.0%
+72.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -2.6% | +11.8% | -14.4% | -2.9% |
| 30D | +14.2% | -36.5% | +50.7% | +15.2% |
| 3M | +10.0% | -39.7% | +49.8% | +11.0% |
| 6M | +17.1% | -9.7% | +26.8% | +16.3% |
| YTD | +16.1% | +68.9% | -52.7% | +10.8% |
| 1Y | +17.5% | +44.5% | -26.9% | +12.7% |
| 3Y | +29.3% | +4.8% | +24.5% | +23.2% |
| 5Y | -3.5% | -66.0% | +62.5% | -7.4% |
| All | +52.8% | -20.0% | +72.9% | +23.4% |
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