-30.7%
FSLY vs APD
+81.7%
-112.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | +4.9% | +3.8% | +1.0% | +2.8% |
| 30D | -33.5% | +8.2% | -41.7% | -36.1% |
| 3M | -44.6% | +4.3% | -48.9% | -45.9% |
| 6M | -9.2% | +4.7% | -13.9% | -12.1% |
| YTD | +63.3% | +31.5% | +31.7% | +37.8% |
| 1Y | +45.3% | +23.5% | +21.7% | +26.3% |
| 3Y | +3.7% | +29.1% | -25.4% | -13.9% |
| 5Y | -67.2% | +15.9% | -83.0% | -72.1% |
| All | -30.7% | +81.7% | -112.4% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling