-29.0%
BABA vs FSLY
-4.2%
-24.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | -4.8% | -10.6% | +5.9% | -3.3% |
| 30D | -11.9% | -20.9% | +9.0% | -9.9% |
| 3M | -9.3% | +3.4% | -12.7% | -11.0% |
| 6M | -14.2% | +2.7% | -17.0% | -19.5% |
| YTD | -22.0% | +102.3% | -124.3% | -36.9% |
| 1Y | -12.7% | +182.1% | -194.8% | -34.6% |
| 3Y | +26.7% | -14.6% | +41.2% | +7.7% |
| 5Y | -29.3% | -55.9% | +26.6% | -41.4% |
| All | -29.0% | -4.2% | -24.8% | -49.7% |
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 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