-14.2%
FSLY vs ALLE
+42.6%
-56.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.0% |
| 7D | -10.6% | -0.2% | -10.4% | -10.5% |
| 30D | -20.9% | -6.8% | -14.1% | -18.1% |
| 3M | +3.4% | +21.0% | -17.6% | -8.6% |
| 6M | +2.7% | +1.1% | +1.6% | +1.8% |
| YTD | +102.3% | -0.5% | +102.8% | +99.1% |
| 1Y | +182.1% | -7.3% | +189.3% | +194.4% |
| All | -14.2% | +42.6% | -56.8% | -48.8% |
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