-33.9%
FSLY vs ACWI
+142.3%
-176.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -31.4% | -2.4% | -29.1% | -27.0% |
| 30D | -37.3% | -5.2% | -32.1% | -29.2% |
| 3M | -30.1% | -4.8% | -25.3% | -21.5% |
| 6M | -49.8% | -1.3% | -48.5% | -46.2% |
| YTD | +55.7% | +8.4% | +47.3% | +39.8% |
| 1Y | +44.5% | +11.0% | +33.5% | +24.6% |
| 3Y | -4.3% | +70.6% | -74.9% | -60.2% |
| 5Y | -68.2% | +55.3% | -123.5% | -83.0% |
| All | -33.9% | +142.3% | -176.2% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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