-3.2%
FSLY vs AFL
+62.8%
-66.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +5.8% |
| 7D | +11.2% | -2.1% | +13.3% | +11.8% |
| 30D | -18.2% | -5.4% | -12.7% | -16.9% |
| 3M | +21.9% | -0.3% | +22.2% | +21.2% |
| 6M | +4.0% | +5.2% | -1.2% | +1.5% |
| YTD | +123.1% | +5.7% | +117.4% | +115.7% |
| 1Y | +196.9% | +10.2% | +186.6% | +183.3% |
| All | -3.2% | +62.8% | -66.0% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling