-5.3%
FSLY vs APD
+67.5%
-72.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | +7.5% | -3.5% | +11.0% | +9.6% |
| 30D | -21.1% | -5.1% | -16.0% | -18.9% |
| 3M | +21.8% | +6.9% | +14.9% | +16.6% |
| 6M | -0.1% | +8.1% | -8.2% | -4.7% |
| YTD | +123.1% | +21.2% | +101.8% | +96.8% |
| 1Y | +208.6% | +4.9% | +203.7% | +195.2% |
| 3Y | -1.3% | +6.3% | -7.6% | -8.7% |
| 5Y | -48.4% | +24.3% | -72.6% | -57.8% |
| All | -5.3% | +67.5% | -72.8% | -35.4% |
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