-66.0%
FSLY vs ALK
-31.3%
-34.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +1.7% |
| 7D | +11.8% | +0.9% | +10.9% | +11.1% |
| 30D | -36.5% | +3.3% | -39.8% | -37.8% |
| 3M | -39.7% | -17.6% | -22.2% | -34.9% |
| 6M | -9.7% | +0.8% | -10.5% | -14.6% |
| YTD | +68.9% | -22.4% | +91.2% | +73.0% |
| 1Y | +44.5% | -10.1% | +54.5% | +33.9% |
| 3Y | +4.8% | +14.0% | -9.2% | -34.4% |
| 5Y | -66.0% | -29.8% | -36.2% | -65.8% |
| All | -66.0% | -31.3% | -34.8% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling