-3.5%
FSLY vs AFL
+166.3%
-169.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +12.5% | -1.6% | +14.1% | +13.2% |
| 30D | -18.8% | -4.0% | -14.8% | -17.5% |
| 3M | +22.7% | -0.5% | +23.2% | +22.4% |
| 6M | -3.7% | +6.5% | -10.2% | -6.6% |
| YTD | +127.5% | +6.2% | +121.3% | +120.0% |
| 1Y | +193.5% | +8.3% | +185.3% | +181.7% |
| 3Y | -1.3% | +62.5% | -63.9% | -20.7% |
| 5Y | -47.3% | +136.2% | -183.5% | -63.2% |
| All | -3.5% | +166.3% | -169.7% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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