-4.3%
FSLY vs ACGL
+31.5%
-35.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.0% | +3.0% |
| 7D | -31.4% | +0.9% | -32.3% | -31.4% |
| 30D | -37.3% | +13.7% | -51.0% | -37.6% |
| 3M | -30.1% | +8.0% | -38.2% | -30.2% |
| 6M | -49.8% | +13.3% | -63.1% | -50.1% |
| YTD | +55.7% | +11.8% | +43.9% | +55.7% |
| 1Y | +44.5% | +22.2% | +22.2% | +43.4% |
| 3Y | -4.3% | +32.5% | -36.8% | +12.0% |
| All | -4.3% | +31.5% | -35.8% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling