+182.1%
FSLY vs AS
-21.9%
+204.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -3.2% |
| 7D | -10.6% | -4.9% | -5.7% | -9.7% |
| 30D | -20.9% | -19.6% | -1.3% | -17.6% |
| 3M | +3.4% | -14.4% | +17.8% | +6.2% |
| 6M | +2.7% | -20.1% | +22.9% | +3.1% |
| YTD | +102.3% | -20.9% | +123.2% | +99.2% |
| 1Y | +182.1% | -21.9% | +203.9% | +227.6% |
| All | +182.1% | -21.9% | +204.0% | +227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling