-28.3%
FSLY vs ALC
+19.4%
-47.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.2% |
| 7D | +11.8% | -6.2% | +17.9% | +16.7% |
| 30D | -36.5% | +14.0% | -50.6% | -43.2% |
| 3M | -39.7% | -2.4% | -37.4% | -39.6% |
| 6M | -9.7% | +12.6% | -22.3% | -19.7% |
| YTD | +68.9% | -8.4% | +77.3% | +72.6% |
| 1Y | +44.5% | -9.1% | +53.6% | +48.2% |
| 3Y | +4.8% | -0.3% | +5.1% | -7.4% |
| 5Y | -66.0% | -9.9% | -56.1% | -66.2% |
| All | -28.3% | +19.4% | -47.8% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling