-10.1%
BA vs FSLY
-9.9%
-0.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.4% |
| 7D | +1.1% | -31.4% | +32.5% | +2.6% |
| 30D | -7.9% | -37.3% | +29.4% | -6.4% |
| 3M | -25.3% | -30.1% | +4.8% | -24.7% |
| 6M | -24.6% | -49.8% | +25.2% | -23.4% |
| YTD | -20.1% | +55.7% | -75.8% | -25.0% |
| 1Y | -11.8% | +44.5% | -56.2% | -16.8% |
| 3Y | -10.1% | -4.3% | -5.8% | -20.9% |
| All | -10.1% | -9.9% | -0.2% | -20.9% |
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 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