+185.8%
FSLY vs ACM
-47.1%
+232.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.1% |
| 7D | +3.5% | -0.3% | +3.8% | +3.4% |
| 30D | -6.4% | -12.9% | +6.5% | -10.2% |
| 3M | +10.9% | -6.4% | +17.3% | +9.0% |
| 6M | +6.7% | -29.2% | +35.9% | -17.9% |
| YTD | +111.1% | -29.9% | +141.0% | +56.2% |
| 1Y | +185.8% | -47.3% | +233.0% | +111.2% |
| All | +185.8% | -47.1% | +232.9% | +111.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling