+271.3%
FAST vs FSLY
-4.2%
+275.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | -0.4% | -10.6% | +10.3% | +0.3% |
| 30D | -0.8% | -20.9% | +20.1% | +0.3% |
| 3M | +5.8% | +3.4% | +2.3% | +5.0% |
| 6M | +8.0% | +2.7% | +5.2% | +5.4% |
| YTD | +25.6% | +102.3% | -76.6% | +15.5% |
| 1Y | +0.8% | +182.1% | -181.2% | -10.6% |
| 3Y | +86.1% | -14.6% | +100.7% | +74.5% |
| 5Y | +100.2% | -55.9% | +156.1% | +84.2% |
| All | +271.3% | -4.2% | +275.5% | +184.4% |
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