-67.5%
FSLY vs ALHC
-29.3%
-38.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | +3.5% | -1.0% | +4.4% | +3.6% |
| 30D | -6.4% | -6.3% | -0.1% | -5.5% |
| 3M | +10.9% | -12.3% | +23.2% | +10.0% |
| 6M | +6.7% | -27.0% | +33.7% | +8.2% |
| YTD | +111.1% | -31.8% | +142.9% | +115.1% |
| 1Y | +185.8% | -17.0% | +202.8% | +175.8% |
| 3Y | -6.6% | +159.8% | -166.4% | -43.1% |
| 5Y | -52.4% | -25.1% | -27.3% | -62.6% |
| All | -67.5% | -29.3% | -38.2% | -73.7% |
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