-66.5%
FSLY vs ABCL
-26.2%
-40.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | +4.9% | -3.3% | +8.1% | +5.9% |
| 30D | -33.5% | -7.1% | -26.4% | -31.0% |
| 3M | -44.6% | +4.7% | -49.4% | -45.8% |
| 6M | -9.2% | +140.9% | -150.1% | -36.4% |
| YTD | +63.3% | +236.0% | -172.7% | -1.5% |
| 1Y | +45.3% | +217.4% | -172.1% | -10.7% |
| 3Y | +3.7% | +188.7% | -184.9% | -45.2% |
| All | -66.5% | -26.2% | -40.3% | -64.9% |
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 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