-10.4%
FSLY vs AR
+394.7%
-405.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.4% |
| 7D | +3.5% | -1.8% | +5.3% | +3.6% |
| 30D | -6.4% | +12.6% | -19.0% | -7.4% |
| 3M | +10.9% | +10.0% | +0.9% | +9.8% |
| 6M | +6.7% | +0.6% | +6.1% | +6.4% |
| YTD | +111.1% | +13.4% | +97.7% | +108.0% |
| 1Y | +185.8% | +21.7% | +164.1% | +179.2% |
| 3Y | -6.6% | +45.8% | -52.4% | -10.3% |
| 5Y | -52.4% | +144.3% | -196.6% | -55.3% |
| All | -10.4% | +394.7% | -405.1% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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