-14.2%
FSLY vs ACGL
+201.4%
-215.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | -10.6% | -0.7% | -9.9% | -10.4% |
| 30D | -20.9% | -1.0% | -19.9% | -20.8% |
| 3M | +3.4% | +11.0% | -7.6% | -0.1% |
| 6M | +2.7% | -0.3% | +3.1% | +2.5% |
| YTD | +102.3% | +2.3% | +100.0% | +100.0% |
| 1Y | +182.1% | +6.4% | +175.7% | +175.2% |
| 3Y | -14.6% | +34.0% | -48.5% | -23.8% |
| 5Y | -55.9% | +161.6% | -217.5% | -68.9% |
| All | -14.2% | +201.4% | -215.6% | -25.4% |
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