+7.3%
FSLY vs AR
+48.5%
-41.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +11.8% | +6.4% | +5.4% | +10.7% |
| 30D | -36.5% | +3.1% | -39.7% | -36.7% |
| 3M | -39.7% | +3.3% | -43.0% | -40.0% |
| 6M | -9.7% | +6.6% | -16.2% | -10.7% |
| YTD | +68.9% | +12.3% | +56.5% | +64.3% |
| 1Y | +44.5% | +12.3% | +32.1% | +40.3% |
| All | +7.3% | +48.5% | -41.2% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling