+199.5%
AXP vs FSLY
-24.5%
+224.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -0.6% | -22.9% | +22.3% | +0.9% |
| 30D | +5.0% | -44.6% | +49.5% | +8.8% |
| 3M | -4.2% | -41.5% | +37.2% | -1.7% |
| 6M | +2.9% | -20.8% | +23.8% | +2.7% |
| YTD | -11.6% | +59.5% | -71.1% | -20.2% |
| 1Y | -11.1% | +36.1% | -47.2% | -18.6% |
| 3Y | +116.7% | -1.0% | +117.7% | +93.0% |
| 5Y | +89.6% | -66.9% | +156.6% | +70.1% |
| All | +199.5% | -24.5% | +224.0% | +110.4% |
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 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