+164.3%
FSLY vs A
+24.4%
+139.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.2% |
| 7D | -22.2% | -2.4% | -19.8% | -22.1% |
| 30D | -19.1% | +3.6% | -22.7% | -19.0% |
| 3M | -15.7% | +27.5% | -43.2% | -15.2% |
| 6M | -23.5% | +58.5% | -82.0% | -23.0% |
| YTD | +106.6% | +31.2% | +75.4% | +107.7% |
| 1Y | +164.3% | +22.2% | +142.1% | +196.4% |
| All | +164.3% | +24.4% | +139.9% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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