-33.9%
FSLY vs AR
+356.7%
-390.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.1% |
| 7D | -31.4% | -14.3% | -17.2% | -30.4% |
| 30D | -37.3% | +1.4% | -38.7% | -37.3% |
| 3M | -30.1% | +3.4% | -33.5% | -30.3% |
| 6M | -49.8% | -2.1% | -47.7% | -49.7% |
| YTD | +55.7% | +4.7% | +51.0% | +54.5% |
| 1Y | +44.5% | +10.6% | +33.9% | +42.6% |
| 3Y | -4.3% | +24.6% | -28.9% | -6.9% |
| 5Y | -68.2% | +71.9% | -140.1% | -69.5% |
| All | -33.9% | +356.7% | -390.6% | -46.4% |
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