-33.4%
FSLY vs APD
+77.4%
-110.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.3% |
| 7D | -22.4% | -1.6% | -20.9% | -21.4% |
| 30D | -45.5% | +10.6% | -56.1% | -48.3% |
| 3M | -30.4% | +2.5% | -32.9% | -31.3% |
| 6M | -22.1% | +6.0% | -28.0% | -25.2% |
| YTD | +57.0% | +28.4% | +28.5% | +34.1% |
| 1Y | +38.2% | +22.2% | +16.1% | +20.7% |
| 3Y | -2.5% | +26.6% | -29.1% | -18.2% |
| 5Y | -68.8% | +11.8% | -80.6% | -73.0% |
| All | -33.4% | +77.4% | -110.8% | -56.0% |
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