+298.7%
FAST vs FSLY
-26.3%
+324.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | 0.0% |
| 7D | +2.1% | -31.4% | +33.5% | +4.0% |
| 30D | +6.9% | -37.3% | +44.2% | +9.1% |
| 3M | +4.8% | -30.1% | +35.0% | +5.8% |
| 6M | +19.8% | -49.8% | +69.6% | +22.2% |
| YTD | +34.9% | +55.7% | -20.8% | +24.8% |
| 1Y | +32.8% | +44.5% | -11.7% | +23.4% |
| 3Y | +93.7% | -4.3% | +98.1% | +77.6% |
| 5Y | +105.3% | -68.2% | +173.5% | +91.4% |
| All | +298.7% | -26.3% | +324.9% | +207.5% |
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