+164.3%
FSLY vs AVTR
+37.4%
+126.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -22.2% | -6.2% | -15.9% | -22.3% |
| 30D | -19.1% | -1.0% | -18.1% | -19.0% |
| 3M | -15.7% | +14.4% | -30.1% | -14.8% |
| 6M | -23.5% | +95.9% | -119.4% | -19.3% |
| YTD | +106.6% | +36.6% | +70.1% | +97.6% |
| 1Y | +164.3% | +35.1% | +129.1% | +158.1% |
| All | +164.3% | +37.4% | +126.9% | +158.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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