+360.3%
AXON vs FSLY
-26.3%
+386.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +3.1% | -21.2% | -18.7% |
| 7D | -26.8% | -31.4% | +4.6% | -22.4% |
| 30D | -22.9% | -37.3% | +14.4% | -17.5% |
| 3M | -40.1% | -30.1% | -10.0% | -37.9% |
| 6M | -18.9% | -49.8% | +30.9% | -13.6% |
| YTD | -44.9% | +55.7% | -100.6% | -55.6% |
| 1Y | -46.7% | +44.5% | -91.2% | -56.6% |
| 3Y | +44.3% | -4.3% | +48.7% | +13.0% |
| 5Y | +71.4% | -68.2% | +139.5% | +51.9% |
| All | +360.3% | -26.3% | +386.6% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling