-28.1%
FSLY vs ALLE
+108.6%
-136.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.4% | +5.8% |
| 7D | -17.9% | -0.8% | -17.1% | -17.1% |
| 30D | -34.7% | +27.4% | -62.1% | -43.5% |
| 3M | -40.0% | +13.8% | -53.9% | -44.7% |
| 6M | -11.8% | +45.5% | -57.3% | -31.1% |
| YTD | +69.5% | +21.4% | +48.2% | +46.1% |
| 1Y | +44.0% | +15.4% | +28.6% | +28.5% |
| 3Y | +5.2% | +91.7% | -86.5% | -33.5% |
| 5Y | -65.6% | +54.5% | -120.1% | -75.6% |
| All | -28.1% | +108.6% | -136.7% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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