-32.3%
FSLY vs ACGL
+235.3%
-267.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -22.9% | +1.3% | -24.2% | -23.2% |
| 30D | -44.6% | +14.2% | -58.8% | -46.7% |
| 3M | -41.5% | +11.1% | -52.6% | -43.4% |
| 6M | -20.8% | +16.4% | -37.2% | -24.7% |
| YTD | +59.5% | +13.8% | +45.7% | +52.8% |
| 1Y | +36.1% | +21.6% | +14.6% | +28.0% |
| 3Y | -1.0% | +33.5% | -34.5% | -10.9% |
| 5Y | -66.9% | +174.8% | -241.8% | -77.0% |
| All | -32.3% | +235.3% | -267.6% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling