-30.7%
FSLY vs ALM
+385.2%
-415.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.0% | -3.9% |
| 7D | +4.9% | +1.2% | +3.6% | +4.7% |
| 30D | -33.5% | -19.3% | -14.2% | -32.5% |
| 3M | -44.6% | -40.6% | -4.0% | -42.8% |
| 6M | -9.2% | -57.9% | +48.7% | -4.8% |
| YTD | +63.3% | -6.7% | +70.0% | +63.1% |
| 1Y | +45.3% | +20.2% | +25.1% | +42.9% |
| 3Y | +3.7% | +879.4% | -875.7% | -8.9% |
| 5Y | -67.2% | +415.3% | -482.4% | -70.9% |
| All | -30.7% | +385.2% | -415.9% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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