-14.2%
FSLY vs ALC
+17.2%
-31.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -0.9% |
| 7D | -10.6% | -2.1% | -8.5% | -9.2% |
| 30D | -20.9% | -0.1% | -20.8% | -20.6% |
| 3M | +3.4% | +5.9% | -2.5% | -1.8% |
| 6M | +2.7% | -15.9% | +18.7% | +15.2% |
| YTD | +102.3% | -10.1% | +112.4% | +112.7% |
| 1Y | +182.1% | -10.2% | +192.3% | +194.7% |
| 3Y | -14.6% | -13.6% | -1.0% | -12.6% |
| 5Y | -55.9% | -15.1% | -40.8% | -53.4% |
| All | -14.2% | +17.2% | -31.4% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling