-52.4%
FSLY vs ALM
+1,033.0%
-1,085.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.8% | -4.5% | +3.7% |
| 7D | +3.5% | +8.4% | -5.0% | +2.8% |
| 30D | -6.4% | +34.8% | -41.2% | -8.7% |
| 3M | +10.9% | +16.2% | -5.3% | +8.9% |
| 6M | +6.7% | +2.1% | +4.6% | +5.3% |
| YTD | +111.1% | +117.0% | -5.9% | +96.3% |
| 1Y | +185.8% | +313.9% | -128.1% | +152.9% |
| 3Y | -6.6% | +2,327.9% | -2,334.5% | -29.3% |
| 5Y | -52.4% | +1,040.6% | -1,093.0% | -63.3% |
| All | -52.4% | +1,033.0% | -1,085.4% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling