+1,309.2%
AXTI vs FSLY
+5.6%
+1,303.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -2.1% |
| 7D | +21.0% | +11.2% | +9.8% | +18.3% |
| 30D | -6.6% | -18.2% | +11.5% | -2.6% |
| 3M | -12.1% | +21.9% | -34.0% | -16.9% |
| 6M | +78.7% | +4.0% | +74.7% | +64.8% |
| YTD | +321.5% | +123.1% | +198.4% | +213.3% |
| 1Y | +2,166.8% | +196.9% | +1,969.9% | +1,438.5% |
| 3Y | +2,807.6% | -1.3% | +2,808.9% | +2,227.9% |
| 5Y | +651.5% | -50.2% | +701.7% | +524.9% |
| All | +1,309.2% | +5.6% | +1,303.6% | +725.9% |
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