-35.6%
BABA vs FSLY
-24.5%
-11.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -2.7% |
| 7D | +2.4% | -22.9% | +25.3% | +5.2% |
| 30D | -7.8% | -44.6% | +36.8% | -1.5% |
| 3M | -22.4% | -41.5% | +19.1% | -18.8% |
| 6M | -26.0% | -20.8% | -5.2% | -26.5% |
| YTD | -29.3% | +59.5% | -88.8% | -42.2% |
| 1Y | -37.5% | +36.1% | -73.6% | -47.7% |
| 3Y | +31.9% | -1.0% | +32.9% | +5.4% |
| 5Y | -33.4% | -66.9% | +33.5% | -43.8% |
| All | -35.6% | -24.5% | -11.2% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling