-36.3%
BABA vs FSLY
+43.8%
-80.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.4% | -1.2% |
| 7D | -3.6% | -17.9% | +14.4% | -3.6% |
| 30D | -8.4% | -34.7% | +26.3% | -8.3% |
| 3M | -20.6% | -40.0% | +19.4% | -20.4% |
| 6M | -25.4% | -11.8% | -13.5% | -25.6% |
| YTD | -30.1% | +69.5% | -99.7% | -29.2% |
| 1Y | -36.3% | +44.0% | -80.2% | -35.2% |
| All | -36.3% | +43.8% | -80.1% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling