-69.7%
FSLY vs ABCL
-21.8%
-47.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.7% | -3.7% | +0.7% |
| 7D | -31.4% | -3.2% | -28.3% | -30.0% |
| 30D | -37.3% | -7.4% | -29.9% | -34.7% |
| 3M | -30.1% | +81.9% | -112.0% | -43.4% |
| 6M | -49.8% | +135.7% | -185.5% | -64.1% |
| YTD | +55.7% | +247.4% | -191.7% | -6.8% |
| 1Y | +44.5% | +162.3% | -117.8% | -4.7% |
| 3Y | -4.3% | +165.5% | -169.8% | -46.4% |
| All | -69.7% | -21.8% | -47.9% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling