+182.1%
FSLY vs ACGL
+4.8%
+177.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.6% |
| 7D | -10.6% | -0.7% | -9.9% | -10.7% |
| 30D | -20.9% | -1.0% | -19.9% | -20.9% |
| 3M | +3.4% | +11.0% | -7.6% | +2.7% |
| 6M | +2.7% | -0.3% | +3.1% | +6.1% |
| YTD | +102.3% | +2.3% | +100.0% | +110.5% |
| 1Y | +182.1% | +6.4% | +175.7% | +194.9% |
| All | +182.1% | +4.8% | +177.2% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling