-10.4%
FSLY vs ALK
-32.8%
+22.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +5.2% |
| 7D | +3.5% | +0.1% | +3.3% | +3.3% |
| 30D | -6.4% | -18.5% | +12.1% | -1.3% |
| 3M | +10.9% | -3.6% | +14.4% | +10.5% |
| 6M | +6.7% | -3.7% | +10.4% | +4.7% |
| YTD | +111.1% | -19.0% | +130.1% | +114.5% |
| 1Y | +185.8% | -36.0% | +221.8% | +210.4% |
| 3Y | -6.6% | +2.3% | -8.9% | -15.2% |
| 5Y | -52.4% | -27.8% | -24.6% | -53.1% |
| All | -10.4% | -32.8% | +22.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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