-32.3%
FSLY vs AR
+376.3%
-408.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.8% | +2.1% |
| 7D | -22.9% | -5.8% | -17.2% | -22.5% |
| 30D | -44.6% | +4.8% | -49.4% | -44.8% |
| 3M | -41.5% | +1.5% | -43.0% | -41.6% |
| 6M | -20.8% | +4.7% | -25.5% | -21.3% |
| YTD | +59.5% | +9.2% | +50.3% | +57.7% |
| 1Y | +36.1% | +11.2% | +25.0% | +34.2% |
| 3Y | -1.0% | +46.2% | -47.2% | -4.9% |
| 5Y | -66.9% | +98.1% | -165.0% | -68.6% |
| All | -32.3% | +376.3% | -408.6% | -45.2% |
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