+111.1%
AXP vs FSLY
-13.5%
+124.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.0% |
| 7D | -2.1% | -10.6% | +8.5% | -1.6% |
| 30D | -6.5% | -20.9% | +14.4% | -5.7% |
| 3M | +4.6% | +3.4% | +1.2% | +4.0% |
| 6M | +5.4% | +2.7% | +2.7% | +2.8% |
| YTD | -11.1% | +102.3% | -113.4% | -18.5% |
| 1Y | -0.3% | +182.1% | -182.4% | -13.2% |
| All | +111.1% | -13.5% | +124.6% | +83.3% |
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