+164.3%
FSLY vs ABCL
+138.2%
+26.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -22.2% | -10.0% | -12.2% | -20.4% |
| 30D | -19.1% | -10.9% | -8.2% | -17.4% |
| 3M | -15.7% | +101.6% | -117.3% | -24.0% |
| 6M | -23.5% | +167.5% | -191.0% | -32.3% |
| YTD | +106.6% | +259.1% | -152.4% | +87.5% |
| 1Y | +164.3% | +152.2% | +12.1% | +132.3% |
| All | +164.3% | +138.2% | +26.0% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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