-33.9%
FSLY vs ALLY
+63.9%
-97.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.8% |
| 7D | -31.4% | +0.9% | -32.4% | -31.7% |
| 30D | -37.3% | +3.1% | -40.4% | -38.2% |
| 3M | -30.1% | -12.6% | -17.5% | -25.8% |
| 6M | -49.8% | -12.4% | -37.4% | -46.8% |
| YTD | +55.7% | -13.2% | +68.8% | +64.0% |
| 1Y | +44.5% | +1.8% | +42.7% | +41.7% |
| 3Y | -4.3% | +58.0% | -62.3% | -23.5% |
| 5Y | -68.2% | -8.4% | -59.7% | -69.7% |
| All | -33.9% | +63.9% | -97.8% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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