-69.7%
FSLY vs ALHC
-64.2%
-5.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.6% |
| 7D | -31.4% | +1.0% | -32.4% | -31.3% |
| 30D | -37.3% | -14.2% | -23.2% | -35.9% |
| 3M | -30.1% | -45.1% | +15.0% | -23.5% |
| 6M | -49.8% | -59.5% | +9.7% | -43.7% |
| YTD | +55.7% | -62.8% | +118.5% | +74.3% |
| 1Y | +44.5% | -55.5% | +100.0% | +54.4% |
| 3Y | -4.3% | +25.7% | -30.0% | -33.2% |
| All | -69.7% | -64.2% | -5.5% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling