-75.8%
FSLY vs ALHC
-61.8%
-14.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -22.4% | +3.9% | -26.3% | -22.7% |
| 30D | -45.5% | -3.6% | -41.8% | -45.0% |
| 3M | -30.4% | -49.4% | +19.0% | -22.5% |
| 6M | -22.1% | -59.5% | +37.4% | -12.4% |
| YTD | +57.0% | -63.2% | +120.2% | +76.5% |
| 1Y | +38.2% | -55.5% | +93.7% | +48.2% |
| 3Y | -2.5% | +23.0% | -25.5% | -30.0% |
| 5Y | -68.8% | -65.7% | -3.1% | -71.4% |
| All | -75.8% | -61.8% | -14.0% | -78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling