-11.1%
AXP vs FSLY
+38.2%
-49.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -0.6% | -22.9% | +22.3% | -0.8% |
| 30D | +5.0% | -44.6% | +49.5% | +4.6% |
| 3M | -4.2% | -41.5% | +37.2% | -4.6% |
| 6M | +2.9% | -20.8% | +23.8% | +3.1% |
| YTD | -11.6% | +59.5% | -71.1% | -8.2% |
| 1Y | -11.1% | +36.1% | -47.2% | -5.4% |
| All | -11.1% | +38.2% | -49.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling