-60.6%
BAX vs FSLY
-19.7%
-40.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.6% | -0.5% |
| 7D | -0.6% | -17.9% | +17.3% | 0.0% |
| 30D | +6.3% | -34.7% | +41.0% | +7.7% |
| 3M | -4.6% | -40.0% | +35.5% | -3.3% |
| 6M | +50.4% | -11.8% | +62.2% | +49.7% |
| YTD | +38.0% | +69.5% | -31.5% | +31.1% |
| 1Y | +44.6% | +44.0% | +0.7% | +38.7% |
| 3Y | -15.1% | +5.2% | -20.4% | -20.2% |
| 5Y | -63.3% | -65.6% | +2.3% | -64.8% |
| All | -60.6% | -19.7% | -40.9% | -69.8% |
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