-31.4%
BABA vs FSLY
-26.3%
-5.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.9% |
| 7D | +11.6% | -31.4% | +43.1% | +16.3% |
| 30D | +2.3% | -37.3% | +39.6% | +7.3% |
| 3M | -13.7% | -30.1% | +16.4% | -12.2% |
| 6M | -21.9% | -49.8% | +27.9% | -18.6% |
| YTD | -24.6% | +55.7% | -80.3% | -38.2% |
| 1Y | -34.1% | +44.5% | -78.6% | -45.5% |
| 3Y | +36.3% | -4.3% | +40.6% | +9.5% |
| 5Y | -26.7% | -68.2% | +41.4% | -37.9% |
| All | -31.4% | -26.3% | -5.1% | -50.7% |
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