+3.7%
FSLY vs ALHC
+22.7%
-18.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.3% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -33.5% | -10.6% | -22.9% | -33.4% |
| 3M | -44.6% | -45.3% | +0.7% | -43.9% |
| 6M | -9.2% | -59.7% | +50.5% | -7.5% |
| YTD | +63.3% | -62.7% | +126.0% | +65.2% |
| 1Y | +45.3% | -56.1% | +101.4% | +44.2% |
| 3Y | +3.7% | +21.3% | -17.5% | -8.6% |
| All | +3.7% | +22.7% | -18.9% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling