-28.1%
FSLY vs ALM
+381.6%
-409.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.0% | +6.3% |
| 7D | -17.9% | -7.2% | -10.8% | -17.4% |
| 30D | -34.7% | -26.4% | -8.3% | -33.2% |
| 3M | -40.0% | -38.6% | -1.4% | -38.1% |
| 6M | -11.8% | -61.0% | +49.1% | -7.1% |
| YTD | +69.5% | -7.4% | +76.9% | +69.6% |
| 1Y | +44.0% | +14.0% | +30.0% | +42.0% |
| 3Y | +5.2% | +844.4% | -839.2% | -7.4% |
| 5Y | -65.6% | +410.8% | -476.4% | -69.5% |
| All | -28.1% | +381.6% | -409.7% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling