+33.9%
FSLY vs AS
+8.1%
+25.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.3% |
| 7D | -22.4% | +5.8% | -28.3% | -23.0% |
| 30D | -45.5% | +15.4% | -60.8% | -46.7% |
| 3M | -30.4% | -11.9% | -18.5% | -27.5% |
| 6M | -22.1% | -9.9% | -12.2% | -19.4% |
| YTD | +57.0% | -13.1% | +70.1% | +50.2% |
| All | +33.9% | +8.1% | +25.9% | +11.5% |
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