-33.4%
FSLY vs ALC
+25.0%
-58.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.6% |
| 7D | -22.4% | +2.1% | -24.5% | -23.6% |
| 30D | -45.5% | +17.2% | -62.7% | -52.1% |
| 3M | -30.4% | +4.6% | -35.0% | -33.4% |
| 6M | -22.1% | +20.1% | -42.2% | -33.9% |
| YTD | +57.0% | -4.2% | +61.2% | +55.6% |
| 1Y | +38.2% | +2.1% | +36.2% | +29.4% |
| 3Y | -2.5% | +4.5% | -7.0% | -16.5% |
| 5Y | -68.8% | -12.3% | -56.5% | -68.3% |
| All | -33.4% | +25.0% | -58.3% | -45.6% |
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