-14.2%
FSLY vs ALK
-30.6%
+16.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.9% |
| 7D | -10.6% | -0.7% | -10.0% | -10.5% |
| 30D | -20.9% | -19.2% | -1.7% | -16.2% |
| 3M | +3.4% | -1.5% | +4.9% | +2.5% |
| 6M | +2.7% | -13.1% | +15.8% | +3.8% |
| YTD | +102.3% | -16.4% | +118.7% | +103.8% |
| 1Y | +182.1% | -33.1% | +215.1% | +202.5% |
| 3Y | -14.6% | +0.6% | -15.2% | -22.0% |
| 5Y | -55.9% | -26.4% | -29.5% | -56.9% |
| All | -14.2% | -30.6% | +16.4% | +3.0% |
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