-2.5%
FSLY vs ACM
-7.9%
+5.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.2% | -4.4% | 0.0% |
| 7D | -22.4% | +6.9% | -29.3% | -23.1% |
| 30D | -45.5% | +19.1% | -64.5% | -46.9% |
| 3M | -30.4% | -6.9% | -23.5% | -29.6% |
| 6M | -22.1% | -12.0% | -10.1% | -20.4% |
| YTD | +57.0% | -25.1% | +82.1% | +56.3% |
| 1Y | +38.2% | -45.4% | +83.6% | +69.9% |
| 3Y | -2.5% | -6.9% | +4.4% | -21.3% |
| All | -2.5% | -7.9% | +5.4% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling