-69.7%
FSLY vs ACGL
+159.2%
-229.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.0% | +3.6% |
| 7D | -31.4% | +0.9% | -32.3% | -31.6% |
| 30D | -37.3% | +13.7% | -51.0% | -39.3% |
| 3M | -30.1% | +8.0% | -38.2% | -31.6% |
| 6M | -49.8% | +13.3% | -63.1% | -51.6% |
| YTD | +55.7% | +11.8% | +43.9% | +50.8% |
| 1Y | +44.5% | +22.2% | +22.2% | +36.6% |
| 3Y | -4.3% | +32.5% | -36.8% | -12.6% |
| All | -69.7% | +159.2% | -229.0% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling