+164.3%
FSLY vs ACGL
+28.7%
+135.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | +0.6% |
| 7D | -22.2% | +8.0% | -30.2% | -20.6% |
| 30D | -19.1% | +17.3% | -36.4% | -17.4% |
| 3M | -15.7% | +11.2% | -26.9% | -13.6% |
| 6M | -23.5% | +18.2% | -41.7% | -21.5% |
| YTD | +106.6% | +15.4% | +91.2% | +121.9% |
| 1Y | +164.3% | +26.5% | +137.7% | +168.3% |
| All | +164.3% | +28.7% | +135.5% | +168.3% |
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