+185.8%
FSLY vs ABCL
+171.1%
+14.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +3.5% | +1.4% | +2.0% | +3.2% |
| 30D | -6.4% | +65.1% | -71.5% | -14.5% |
| 3M | +10.9% | +111.1% | -100.2% | -2.2% |
| 6M | +6.7% | +231.6% | -224.9% | -9.2% |
| YTD | +111.1% | +234.5% | -123.4% | +80.1% |
| 1Y | +185.8% | +174.3% | +11.4% | +159.0% |
| All | +185.8% | +171.1% | +14.7% | +159.0% |
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