-4.3%
FSLY vs ALLE
+88.9%
-93.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.5% |
| 7D | -31.4% | -0.6% | -30.9% | -31.0% |
| 30D | -37.3% | +25.3% | -62.6% | -43.1% |
| 3M | -30.1% | +10.3% | -40.4% | -33.0% |
| 6M | -49.8% | +38.0% | -87.8% | -57.5% |
| YTD | +55.7% | +17.8% | +37.9% | +42.9% |
| 1Y | +44.5% | +13.6% | +30.9% | +36.6% |
| 3Y | -4.3% | +89.2% | -93.5% | -46.3% |
| All | -4.3% | +88.9% | -93.2% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling