-11.9%
FSLY vs ACM
-19.2%
+7.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -10.6% | -3.7% | -6.9% | -9.9% |
| 30D | -20.9% | -11.1% | -9.8% | -19.1% |
| 3M | +3.4% | -8.0% | +11.4% | +4.5% |
| 6M | +2.7% | -29.7% | +32.4% | +10.6% |
| YTD | +102.3% | -29.4% | +131.6% | +107.5% |
| 1Y | +182.1% | -46.4% | +228.5% | +249.5% |
| All | -11.9% | -19.2% | +7.3% | -30.3% |
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