-10.4%
FSLY vs AFL
+166.0%
-176.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.1% | +5.0% |
| 7D | +3.5% | -0.7% | +4.2% | +3.7% |
| 30D | -6.4% | -7.1% | +0.7% | -3.9% |
| 3M | +10.9% | +0.4% | +10.5% | +10.2% |
| 6M | +6.7% | +4.5% | +2.2% | +4.3% |
| YTD | +111.1% | +6.1% | +105.0% | +104.2% |
| 1Y | +185.8% | +10.6% | +175.2% | +172.0% |
| 3Y | -6.6% | +64.0% | -70.6% | -25.2% |
| 5Y | -52.4% | +133.7% | -186.1% | -66.6% |
| All | -10.4% | +166.0% | -176.4% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling