+44.5%
FSLY vs ALK
-6.6%
+51.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.4% | +3.0% |
| 7D | -31.4% | +9.0% | -40.5% | -31.2% |
| 30D | -37.3% | -1.6% | -35.7% | -37.0% |
| 3M | -30.1% | -23.2% | -6.9% | -29.9% |
| 6M | -49.8% | -3.9% | -45.9% | -50.1% |
| YTD | +55.7% | -22.6% | +78.3% | +34.5% |
| 1Y | +44.5% | -5.3% | +49.8% | +17.2% |
| All | +44.5% | -6.6% | +51.1% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling