+200.9%
AXP vs FSLY
-28.5%
+229.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -26.9% | +24.6% | -0.4% |
| 7D | +0.4% | -40.0% | +40.4% | +3.7% |
| 30D | +7.0% | -39.7% | +46.7% | +10.1% |
| 3M | -6.6% | -40.9% | +34.3% | -4.4% |
| 6M | +3.5% | -52.5% | +55.9% | +6.4% |
| YTD | -11.2% | +51.1% | -62.2% | -19.5% |
| 1Y | -10.2% | +90.6% | -100.7% | -21.0% |
| 3Y | +120.0% | -12.4% | +132.5% | +97.9% |
| 5Y | +95.6% | -69.1% | +164.7% | +76.3% |
| All | +200.9% | -28.5% | +229.4% | +112.3% |
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