+601.0%
AXTI vs FSLY
-50.4%
+651.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | +15.1% | +7.5% | +7.6% | +13.5% |
| 30D | -12.3% | -21.1% | +8.8% | -8.2% |
| 3M | -24.1% | +21.8% | -45.9% | -28.0% |
| 6M | +46.0% | -0.1% | +46.2% | +36.3% |
| YTD | +295.7% | +123.1% | +172.6% | +201.6% |
| 1Y | +1,825.6% | +208.6% | +1,617.0% | +1,227.4% |
| 3Y | +2,630.0% | -1.3% | +2,631.2% | +2,131.2% |
| 5Y | +601.0% | -48.4% | +649.3% | +501.2% |
| All | +601.0% | -50.4% | +651.4% | +501.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling