-25.8%
FSLY vs AS
+133.7%
-159.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -26.9% | -2.3% | -24.6% | -26.3% |
| 7D | -40.0% | +7.1% | -47.1% | -41.1% |
| 30D | -39.7% | +12.8% | -52.5% | -41.7% |
| 3M | -40.9% | -14.7% | -26.2% | -38.4% |
| 6M | -52.5% | -9.9% | -42.5% | -51.3% |
| YTD | +51.1% | -16.1% | +67.2% | +55.8% |
| 1Y | +90.6% | +0.2% | +90.4% | +85.1% |
| All | -25.8% | +133.7% | -159.6% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling