-30.7%
FSLY vs ALLE
+109.6%
-140.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.9% |
| 7D | +4.9% | +3.6% | +1.3% | +2.7% |
| 30D | -33.5% | +25.9% | -59.4% | -42.1% |
| 3M | -44.6% | +15.8% | -60.4% | -49.4% |
| 6M | -9.2% | +48.1% | -57.3% | -29.8% |
| YTD | +63.3% | +22.0% | +41.3% | +40.3% |
| 1Y | +45.3% | +18.0% | +27.2% | +27.7% |
| 3Y | +3.7% | +93.1% | -89.3% | -34.7% |
| 5Y | -67.2% | +52.1% | -119.2% | -76.6% |
| All | -30.7% | +109.6% | -140.3% | -57.0% |
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