+44.5%
FSLY vs AS
-3.0%
+47.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | +11.8% | -3.6% | +15.4% | +12.4% |
| 30D | -36.5% | +3.4% | -39.9% | -36.8% |
| 3M | -39.7% | -8.6% | -31.1% | -38.1% |
| 6M | -9.7% | -10.0% | +0.4% | -7.6% |
| YTD | +68.9% | -19.2% | +88.0% | +63.5% |
| 1Y | +44.5% | -3.8% | +48.2% | +24.3% |
| All | +44.5% | -3.0% | +47.4% | +24.3% |
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