+45.0%
FSLY vs APD
+23.3%
+21.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.3% | +6.4% |
| 7D | -17.9% | -1.2% | -16.8% | -18.1% |
| 30D | -34.7% | +11.0% | -45.7% | -33.4% |
| 3M | -40.0% | +2.6% | -42.6% | -39.1% |
| 6M | -11.8% | +4.8% | -16.7% | -10.1% |
| YTD | +69.5% | +31.0% | +38.6% | +80.7% |
| All | +45.0% | +23.3% | +21.8% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling