-14.7%
BA vs FSLY
+6.5%
-21.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | +0.4% |
| 7D | -1.4% | -17.9% | +16.6% | -0.7% |
| 30D | -7.9% | -34.7% | +26.8% | -6.5% |
| 3M | -25.2% | -40.0% | +14.9% | -24.0% |
| 6M | -26.7% | -11.8% | -14.9% | -27.1% |
| YTD | -19.6% | +69.5% | -89.2% | -24.9% |
| 1Y | -10.6% | +44.0% | -54.5% | -15.6% |
| All | -14.7% | +6.5% | -21.1% | -25.7% |
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 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