+2,584.6%
AXTI vs FSLY
-0.4%
+2,585.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | +15.1% | +7.5% | +7.6% | +13.8% |
| 30D | -12.3% | -21.1% | +8.8% | -9.0% |
| 3M | -24.1% | +21.8% | -45.9% | -27.3% |
| 6M | +46.0% | -0.1% | +46.2% | +38.1% |
| YTD | +295.7% | +123.1% | +172.6% | +225.0% |
| 1Y | +1,825.6% | +208.6% | +1,617.0% | +1,342.1% |
| All | +2,584.6% | -0.4% | +2,585.0% | +2,010.2% |
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