+164.3%
FSLY vs ALHC
-51.4%
+215.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.1% | -10.3% | +1.3% |
| 7D | -22.2% | -0.5% | -21.7% | -22.5% |
| 30D | -19.1% | -4.2% | -14.9% | -19.3% |
| 3M | -15.7% | -39.8% | +24.1% | -20.6% |
| 6M | -23.5% | -57.7% | +34.3% | -29.5% |
| YTD | +106.6% | -58.8% | +165.4% | +82.6% |
| 1Y | +164.3% | -52.4% | +216.6% | +138.1% |
| All | +164.3% | -51.4% | +215.7% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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