-0.9%
BA vs FSLY
-55.9%
+55.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | +1.2% | -10.6% | +11.8% | +2.2% |
| 30D | -11.6% | -20.9% | +9.3% | -10.1% |
| 3M | -2.4% | +3.4% | -5.8% | -3.5% |
| 6M | -6.6% | +2.7% | -9.4% | -10.6% |
| YTD | -2.2% | +102.3% | -104.5% | -15.6% |
| 1Y | -8.0% | +182.1% | -190.1% | -25.3% |
| 3Y | -5.0% | -14.6% | +9.6% | -15.0% |
| All | -0.9% | -55.9% | +55.0% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling