-4.3%
FSLY vs ABCL
+156.0%
-160.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.7% | -3.7% | +1.3% |
| 7D | -31.4% | -3.2% | -28.3% | -30.3% |
| 30D | -37.3% | -7.4% | -29.9% | -35.4% |
| 3M | -30.1% | +81.9% | -112.0% | -38.9% |
| 6M | -49.8% | +135.7% | -185.5% | -59.2% |
| YTD | +55.7% | +247.4% | -191.7% | +14.3% |
| 1Y | +44.5% | +162.3% | -117.8% | +12.7% |
| 3Y | -4.3% | +165.5% | -169.8% | -31.9% |
| All | -4.3% | +156.0% | -160.4% | -31.9% |
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