-14.2%
FSLY vs ALLE
+70.9%
-85.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.1% |
| 7D | -10.6% | -0.2% | -10.4% | -10.5% |
| 30D | -20.9% | -6.8% | -14.1% | -17.7% |
| 3M | +3.4% | +21.0% | -17.6% | -9.5% |
| 6M | +2.7% | +1.1% | +1.6% | -0.1% |
| YTD | +102.3% | -0.5% | +102.8% | +96.9% |
| 1Y | +182.1% | -7.3% | +189.3% | +188.0% |
| 3Y | -14.6% | +42.3% | -56.8% | -34.9% |
| 5Y | -55.9% | +13.5% | -69.4% | -63.3% |
| All | -14.2% | +70.9% | -85.1% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling