+143.0%
AXON vs FSLY
-13.5%
+156.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -4.0% |
| 7D | -14.2% | -10.6% | -3.5% | -13.3% |
| 30D | -15.4% | -20.9% | +5.5% | -14.0% |
| 3M | +0.5% | +3.4% | -2.9% | +0.3% |
| 6M | -9.5% | +2.7% | -12.2% | -12.2% |
| YTD | -9.2% | +102.3% | -111.5% | -17.9% |
| 1Y | -29.4% | +182.1% | -211.4% | -39.4% |
| All | +143.0% | -13.5% | +156.4% | +132.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling