-9.2%
FSLY vs AFL
+11.6%
-20.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -2.2% |
| 7D | +4.9% | +2.9% | +2.0% | +8.7% |
| 30D | -33.5% | +8.0% | -41.5% | -26.7% |
| 3M | -44.6% | +5.9% | -50.5% | -39.7% |
| 6M | -9.2% | +11.6% | -20.9% | +7.3% |
| All | -9.2% | +11.6% | -20.9% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling