+7.3%
FSLY vs ALLY
+64.0%
-56.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +11.8% | -2.1% | +13.9% | +13.0% |
| 30D | -36.5% | +2.0% | -38.5% | -37.2% |
| 3M | -39.7% | -13.3% | -26.4% | -34.8% |
| 6M | -9.7% | -9.9% | +0.2% | -5.1% |
| YTD | +68.9% | -13.5% | +82.4% | +80.8% |
| 1Y | +44.5% | -2.8% | +47.3% | +43.4% |
| All | +7.3% | +64.0% | -56.7% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling