+37.4%
FAST vs FSLY
+43.8%
-6.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.3% | -5.1% | +1.2% |
| 7D | +4.3% | -17.9% | +22.2% | +4.2% |
| 30D | +8.3% | -34.7% | +43.0% | +8.2% |
| 3M | +6.5% | -40.0% | +46.5% | +6.2% |
| 6M | +29.5% | -11.8% | +41.4% | +29.7% |
| YTD | +41.3% | +69.5% | -28.3% | +48.2% |
| 1Y | +37.4% | +44.0% | -6.6% | +45.0% |
| All | +37.4% | +43.8% | -6.4% | +45.0% |
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