+1,224.5%
AXTI vs FSLY
+7.7%
+1,216.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | +5.1% | +12.5% | -7.4% | +2.6% |
| 30D | -17.5% | -18.8% | +1.4% | -13.8% |
| 3M | -26.7% | +22.7% | -49.4% | -30.8% |
| 6M | +36.8% | -3.7% | +40.5% | +28.1% |
| YTD | +296.1% | +127.5% | +168.6% | +193.2% |
| 1Y | +1,810.6% | +193.5% | +1,617.1% | +1,203.4% |
| 3Y | +2,587.6% | -1.3% | +2,588.9% | +2,053.5% |
| 5Y | +601.7% | -47.3% | +649.1% | +476.3% |
| All | +1,224.5% | +7.7% | +1,216.8% | +673.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling