-66.5%
FSLY vs AFL
+149.6%
-216.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.7% |
| 7D | +4.9% | +2.9% | +2.0% | +3.5% |
| 30D | -33.5% | +8.0% | -41.5% | -36.3% |
| 3M | -44.6% | +5.9% | -50.5% | -46.5% |
| 6M | -9.2% | +11.6% | -20.9% | -15.8% |
| YTD | +63.3% | +17.5% | +45.7% | +46.2% |
| 1Y | +45.3% | +13.3% | +32.0% | +33.1% |
| 3Y | +3.7% | +67.0% | -63.3% | -29.5% |
| All | -66.5% | +149.6% | -216.1% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling