+199.2%
AXP vs FSLY
-19.7%
+218.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -0.5% |
| 7D | -2.9% | -17.9% | +15.1% | -1.8% |
| 30D | +3.7% | -34.7% | +38.4% | +6.3% |
| 3M | -4.9% | -40.0% | +35.1% | -2.6% |
| 6M | +4.1% | -11.8% | +15.9% | +3.0% |
| YTD | -11.7% | +69.5% | -81.2% | -20.6% |
| 1Y | -11.7% | +44.0% | -55.7% | -19.5% |
| 3Y | +116.5% | +5.2% | +111.2% | +92.0% |
| 5Y | +89.5% | -65.6% | +155.1% | +69.5% |
| All | +199.2% | -19.7% | +218.9% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling