-14.2%
FSLY vs ALM
+937.0%
-951.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -10.6% | -2.6% | -8.0% | -10.5% |
| 30D | -20.9% | +32.0% | -52.9% | -22.3% |
| 3M | +3.4% | -15.0% | +18.5% | +3.9% |
| 6M | +2.7% | -10.1% | +12.9% | +2.4% |
| YTD | +102.3% | +99.4% | +2.8% | +92.8% |
| 1Y | +182.1% | +316.4% | -134.3% | +158.5% |
| 3Y | -14.6% | +2,022.0% | -2,036.5% | -28.7% |
| 5Y | -55.9% | +941.2% | -997.1% | -62.6% |
| All | -14.2% | +937.0% | -951.2% | -47.1% |
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