-10.4%
FSLY vs ALLE
+69.8%
-80.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.8% |
| 7D | +3.5% | +2.8% | +0.7% | +1.7% |
| 30D | -6.4% | -7.6% | +1.2% | -2.1% |
| 3M | +10.9% | +22.8% | -11.9% | -3.8% |
| 6M | +6.7% | +4.6% | +2.1% | +1.5% |
| YTD | +111.1% | -1.2% | +112.3% | +106.3% |
| 1Y | +185.8% | -9.1% | +194.9% | +195.6% |
| 3Y | -6.6% | +50.0% | -56.5% | -31.1% |
| 5Y | -52.4% | +15.2% | -67.6% | -60.6% |
| All | -10.4% | +69.8% | -80.2% | -36.7% |
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