+59.6%
FCX vs FSLY
+181.7%
-122.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.3% |
| 7D | -4.9% | -10.6% | +5.8% | -4.6% |
| 30D | +4.8% | -20.9% | +25.7% | +5.2% |
| 3M | +4.6% | +3.4% | +1.2% | +4.5% |
| 6M | +10.8% | +2.7% | +8.1% | +11.7% |
| YTD | +44.2% | +102.3% | -58.0% | +51.0% |
| 1Y | +59.6% | +182.1% | -122.5% | +61.3% |
| All | +59.6% | +181.7% | -122.1% | +61.3% |
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