+197.2%
AXP vs FSLY
-26.3%
+223.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.4% |
| 7D | +0.6% | -31.4% | +32.0% | +2.9% |
| 30D | +5.8% | -37.3% | +43.1% | +8.6% |
| 3M | -6.0% | -30.1% | +24.1% | -5.0% |
| 6M | +0.3% | -49.8% | +50.1% | +2.8% |
| YTD | -12.3% | +55.7% | -68.0% | -20.7% |
| 1Y | -11.2% | +44.5% | -55.7% | -19.3% |
| 3Y | +117.0% | -4.3% | +121.4% | +93.8% |
| 5Y | +93.2% | -68.2% | +161.3% | +73.7% |
| All | +197.2% | -26.3% | +223.5% | +109.2% |
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