-11.5%
BA vs FSLY
+36.0%
-47.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.7% | -22.4% | +20.7% | -1.3% |
| 30D | -9.5% | -45.5% | +36.0% | -8.5% |
| 3M | -26.5% | -30.4% | +3.9% | -26.1% |
| 6M | -27.4% | -22.1% | -5.3% | -27.2% |
| YTD | -20.6% | +57.0% | -77.6% | -21.5% |
| All | -11.5% | +36.0% | -47.5% | -11.7% |
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