-23.6%
FSLY vs AS
+134.9%
-158.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | -31.4% | +6.9% | -38.4% | -32.6% |
| 30D | -37.3% | +16.0% | -53.3% | -39.8% |
| 3M | -30.1% | -12.8% | -17.3% | -27.7% |
| 6M | -49.8% | -15.4% | -34.4% | -47.6% |
| YTD | +55.7% | -15.7% | +71.4% | +60.4% |
| 1Y | +44.5% | +6.1% | +38.4% | +38.6% |
| All | -23.6% | +134.9% | -158.4% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling