+185.8%
FSLY vs ALC
-12.7%
+198.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.3% | +4.6% |
| 7D | +3.5% | -3.7% | +7.1% | +4.0% |
| 30D | -6.4% | -3.7% | -2.7% | -5.8% |
| 3M | +10.9% | +4.6% | +6.3% | +11.1% |
| 6M | +6.7% | -14.6% | +21.3% | +7.0% |
| YTD | +111.1% | -11.9% | +123.0% | +109.8% |
| 1Y | +185.8% | -13.1% | +198.9% | +189.8% |
| All | +185.8% | -12.7% | +198.5% | +189.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling