-14.2%
FSLY vs A
+132.4%
-146.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -3.0% |
| 7D | -10.6% | -1.9% | -8.7% | -9.2% |
| 30D | -20.9% | +6.9% | -27.8% | -24.8% |
| 3M | +3.4% | +9.2% | -5.8% | -4.2% |
| 6M | +2.7% | +25.7% | -22.9% | -17.3% |
| YTD | +102.3% | +11.5% | +90.7% | +76.9% |
| 1Y | +182.1% | +18.4% | +163.7% | +133.8% |
| 3Y | -14.6% | +26.6% | -41.2% | -36.3% |
| 5Y | -55.9% | -12.8% | -43.1% | -53.3% |
| All | -14.2% | +132.4% | -146.6% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling