-69.7%
FSLY vs ALM
+396.4%
-466.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +0.9% | +2.9% |
| 7D | -31.4% | -6.7% | -24.8% | -30.8% |
| 30D | -37.3% | -32.9% | -4.4% | -34.9% |
| 3M | -30.1% | -39.5% | +9.4% | -27.2% |
| 6M | -49.8% | -62.0% | +12.2% | -46.0% |
| YTD | +55.7% | -7.8% | +63.5% | +55.6% |
| 1Y | +44.5% | +26.7% | +17.8% | +40.7% |
| 3Y | -4.3% | +825.4% | -829.7% | -19.7% |
| All | -69.7% | +396.4% | -466.1% | -75.5% |
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