-14.2%
FSLY vs ABCL
+104.5%
-118.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -10.6% | +0.7% | -11.3% | -10.7% |
| 30D | -20.9% | +93.1% | -114.0% | -33.0% |
| 3M | +3.4% | +79.4% | -76.0% | -12.1% |
| 6M | +2.7% | +214.9% | -212.1% | -24.0% |
| YTD | +102.3% | +234.2% | -132.0% | +45.2% |
| 1Y | +182.1% | +174.8% | +7.3% | +108.2% |
| All | -14.2% | +104.5% | -118.7% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling