-30.7%
FSLY vs AGI
+567.1%
-597.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +4.9% | -10.1% | +15.0% | +6.3% |
| 30D | -33.5% | -6.5% | -27.0% | -33.1% |
| 3M | -44.6% | -12.8% | -31.8% | -43.9% |
| 6M | -9.2% | -34.3% | +25.1% | -4.6% |
| YTD | +63.3% | -25.6% | +88.9% | +64.2% |
| 1Y | +45.3% | -14.2% | +59.5% | +42.1% |
| 3Y | +3.7% | +127.3% | -123.5% | -18.5% |
| 5Y | -67.2% | +241.8% | -308.9% | -76.8% |
| All | -30.7% | +567.1% | -597.8% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling