-14.2%
FSLY vs AR
+398.9%
-413.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -10.6% | +2.5% | -13.1% | -10.9% |
| 30D | -20.9% | +14.8% | -35.7% | -21.9% |
| 3M | +3.4% | +6.2% | -2.8% | +2.8% |
| 6M | +2.7% | +4.3% | -1.5% | +2.1% |
| YTD | +102.3% | +14.4% | +87.9% | +99.1% |
| 1Y | +182.1% | +21.3% | +160.7% | +175.7% |
| 3Y | -14.6% | +39.8% | -54.4% | -17.7% |
| 5Y | -55.9% | +142.1% | -198.0% | -58.6% |
| All | -14.2% | +398.9% | -413.0% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling