-5.3%
FSLY vs ARWR
+330.4%
-335.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.6% |
| 7D | +11.2% | -3.2% | +14.4% | +12.2% |
| 30D | -18.2% | -6.5% | -11.7% | -16.6% |
| 3M | +21.9% | +12.7% | +9.2% | +15.6% |
| 6M | +4.0% | +36.2% | -32.2% | -8.6% |
| YTD | +123.1% | +24.5% | +98.6% | +100.9% |
| 1Y | +196.9% | +198.0% | -1.1% | +92.6% |
| 3Y | -1.3% | +176.4% | -177.6% | -43.4% |
| 5Y | -50.2% | +26.6% | -76.8% | -64.0% |
| All | -5.3% | +330.4% | -335.7% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ARWR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling