-5.3%
FSLY vs ALM
+981.9%
-987.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.8% | +5.9% |
| 7D | +11.2% | +3.6% | +7.5% | +10.9% |
| 30D | -18.2% | +33.8% | -52.0% | -19.6% |
| 3M | +21.9% | +14.8% | +7.1% | +20.3% |
| 6M | +4.0% | -7.0% | +11.0% | +3.5% |
| YTD | +123.1% | +108.1% | +15.0% | +112.1% |
| 1Y | +196.9% | +313.8% | -116.9% | +172.0% |
| 3Y | -1.3% | +2,227.6% | -2,228.9% | -18.0% |
| 5Y | -50.2% | +956.6% | -1,006.9% | -57.9% |
| All | -5.3% | +981.9% | -987.2% | -41.8% |
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