-28.1%
FSLY vs ALK
-32.3%
+4.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.6% |
| 7D | -17.9% | +2.6% | -20.5% | -18.3% |
| 30D | -34.7% | +7.8% | -42.5% | -36.2% |
| 3M | -40.0% | -15.2% | -24.8% | -37.5% |
| 6M | -11.8% | +5.0% | -16.9% | -15.2% |
| YTD | +69.5% | -18.4% | +88.0% | +71.1% |
| 1Y | +44.0% | -2.4% | +46.4% | +36.5% |
| 3Y | +5.2% | +19.8% | -14.5% | -9.4% |
| 5Y | -65.6% | -27.8% | -37.8% | -66.3% |
| All | -28.1% | -32.3% | +4.2% | -13.5% |
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