-4.3%
FSLY vs ALM
+825.4%
-829.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +0.9% | +2.8% |
| 7D | -31.4% | -6.7% | -24.8% | -30.7% |
| 30D | -37.3% | -32.9% | -4.4% | -34.5% |
| 3M | -30.1% | -39.5% | +9.4% | -26.7% |
| 6M | -49.8% | -62.0% | +12.2% | -45.3% |
| YTD | +55.7% | -7.8% | +63.5% | +55.4% |
| 1Y | +44.5% | +26.7% | +17.8% | +39.5% |
| 3Y | -4.3% | +825.4% | -829.7% | -20.2% |
| All | -4.3% | +825.4% | -829.7% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling