+1.4%
FSLY vs ABCL
+210.0%
-208.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -22.9% | +2.3% | -25.2% | -22.9% |
| 30D | -44.6% | -0.7% | -43.9% | -43.9% |
| 3M | -41.5% | +33.4% | -74.9% | -45.2% |
| 6M | -20.8% | +137.8% | -158.6% | -36.3% |
| YTD | +59.5% | +264.3% | -204.8% | +15.8% |
| 1Y | +36.1% | +209.2% | -173.1% | +2.6% |
| All | +1.4% | +210.0% | -208.6% | -35.1% |
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