-33.4%
FSLY vs ACM
+124.3%
-157.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | -1.4% |
| 7D | -22.4% | +6.9% | -29.3% | -24.4% |
| 30D | -45.5% | +19.1% | -64.5% | -49.4% |
| 3M | -30.4% | -6.9% | -23.5% | -29.1% |
| 6M | -22.1% | -12.0% | -10.1% | -19.1% |
| YTD | +57.0% | -25.1% | +82.1% | +71.0% |
| 1Y | +38.2% | -45.4% | +83.6% | +79.2% |
| 3Y | -2.5% | -6.9% | +4.4% | -7.3% |
| 5Y | -68.8% | +3.7% | -72.6% | -71.2% |
| All | -33.4% | +124.3% | -157.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling