-33.9%
FSLY vs ALK
-35.7%
+1.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.4% | +2.9% |
| 7D | -31.4% | +9.0% | -40.5% | -33.1% |
| 30D | -37.3% | -1.6% | -35.7% | -37.1% |
| 3M | -30.1% | -23.2% | -6.9% | -25.3% |
| 6M | -49.8% | -3.9% | -45.9% | -50.4% |
| YTD | +55.7% | -22.6% | +78.3% | +59.5% |
| 1Y | +44.5% | -5.3% | +49.8% | +38.1% |
| 3Y | -4.3% | +18.6% | -22.9% | -17.5% |
| 5Y | -68.2% | -34.4% | -33.8% | -68.2% |
| All | -33.9% | -35.7% | +1.8% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling