-0.7%
FSLY vs AS
+120.4%
-121.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -3.6% |
| 7D | -10.6% | -4.9% | -5.7% | -9.3% |
| 30D | -20.9% | -19.6% | -1.3% | -15.9% |
| 3M | +3.4% | -14.4% | +17.8% | +7.5% |
| 6M | +2.7% | -20.1% | +22.9% | +8.6% |
| YTD | +102.3% | -20.9% | +123.2% | +112.7% |
| 1Y | +182.1% | -21.9% | +203.9% | +197.9% |
| All | -0.7% | +120.4% | -121.1% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling