-50.3%
BA vs FSLY
-26.3%
-24.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.2% |
| 7D | +1.1% | -31.4% | +32.5% | +4.3% |
| 30D | -7.9% | -37.3% | +29.4% | -4.7% |
| 3M | -25.3% | -30.1% | +4.8% | -24.1% |
| 6M | -24.6% | -49.8% | +25.2% | -22.1% |
| YTD | -20.1% | +55.7% | -75.8% | -29.9% |
| 1Y | -11.8% | +44.5% | -56.2% | -22.0% |
| 3Y | -10.1% | -4.3% | -5.8% | -22.6% |
| 5Y | -22.7% | -68.2% | +45.4% | -30.9% |
| All | -50.3% | -26.3% | -24.0% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling