-3.2%
FSLY vs AGI
+203.7%
-206.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +7.5% | -5.4% | +12.9% | +7.6% |
| 30D | -21.1% | +6.6% | -27.7% | -21.0% |
| 3M | +21.8% | +8.2% | +13.6% | +21.9% |
| 6M | -0.1% | -29.3% | +29.2% | -1.4% |
| YTD | +123.1% | -7.4% | +130.4% | +116.3% |
| 1Y | +208.6% | +7.9% | +200.6% | +194.1% |
| All | -3.2% | +203.7% | -206.9% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling