-10.6%
BA vs FSLY
+161.0%
-171.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +5.9% | -22.2% | +28.1% | +6.3% |
| 30D | -8.2% | -19.1% | +11.0% | -8.0% |
| 3M | -25.4% | -15.7% | -9.7% | -25.3% |
| 6M | -20.0% | -23.5% | +3.5% | -20.1% |
| YTD | -18.5% | +106.6% | -125.1% | -19.3% |
| 1Y | -10.6% | +164.3% | -174.9% | -10.8% |
| All | -10.6% | +161.0% | -171.6% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling