+164.3%
FSLY vs AGI
-1.1%
+165.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.8% | -10.9% | +0.4% |
| 7D | -22.2% | -5.3% | -16.9% | -22.4% |
| 30D | -19.1% | -7.1% | -12.0% | -19.6% |
| 3M | -15.7% | +4.4% | -20.1% | -14.7% |
| 6M | -23.5% | -23.0% | -0.5% | -25.4% |
| YTD | +106.6% | -22.0% | +128.6% | +92.7% |
| 1Y | +164.3% | +0.3% | +164.0% | +164.3% |
| All | +164.3% | -1.1% | +165.4% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling