-17.1%
FSLY vs AS
+125.3%
-142.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.4% |
| 7D | +11.8% | -3.6% | +15.4% | +12.8% |
| 30D | -36.5% | +3.4% | -39.9% | -37.2% |
| 3M | -39.7% | -8.6% | -31.1% | -38.5% |
| 6M | -9.7% | -10.0% | +0.4% | -7.9% |
| YTD | +68.9% | -19.2% | +88.0% | +75.7% |
| 1Y | +44.5% | -3.8% | +48.2% | +42.4% |
| All | -17.1% | +125.3% | -142.4% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling