-4.3%
FSLY vs ALC
+2.3%
-6.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.8% |
| 7D | -31.4% | +4.9% | -36.3% | -32.6% |
| 30D | -37.3% | +19.0% | -56.3% | -41.4% |
| 3M | -30.1% | +7.8% | -37.9% | -32.1% |
| 6M | -49.8% | +14.6% | -64.4% | -52.4% |
| YTD | +55.7% | -4.4% | +60.1% | +56.4% |
| 1Y | +44.5% | +1.4% | +43.1% | +40.2% |
| 3Y | -4.3% | +2.5% | -6.9% | -11.4% |
| All | -4.3% | +2.3% | -6.6% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling