+120.2%
AXP vs FSLY
-6.2%
+126.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | -1.1% | -22.4% | +21.3% | -0.2% |
| 30D | +5.2% | -45.5% | +50.7% | +7.8% |
| 3M | -4.6% | -30.4% | +25.8% | -3.9% |
| 6M | +3.2% | -22.1% | +25.3% | +3.1% |
| YTD | -11.3% | +57.0% | -68.3% | -18.1% |
| 1Y | -11.0% | +38.2% | -49.2% | -16.8% |
| 3Y | +120.2% | -2.5% | +122.7% | +90.3% |
| All | +120.2% | -6.2% | +126.4% | +90.3% |
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