+44.0%
FSLY vs ALHC
-53.4%
+97.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.3% |
| 7D | -17.9% | -5.5% | -12.4% | -18.5% |
| 30D | -34.7% | -4.9% | -29.8% | -35.2% |
| 3M | -40.0% | -41.7% | +1.7% | -43.0% |
| 6M | -11.8% | -55.2% | +43.3% | -16.7% |
| YTD | +69.5% | -61.1% | +130.6% | +40.4% |
| 1Y | +44.0% | -53.3% | +97.3% | -1.0% |
| All | +44.0% | -53.4% | +97.3% | -1.0% |
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