-6.6%
FSLY vs AVTR
-25.8%
+19.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.9% |
| 7D | +3.5% | +7.4% | -3.9% | +1.5% |
| 30D | -6.4% | +12.2% | -18.6% | -9.2% |
| 3M | +10.9% | +57.4% | -46.5% | -3.2% |
| 6M | +6.7% | +86.7% | -80.0% | -11.4% |
| YTD | +111.1% | +33.1% | +78.0% | +91.6% |
| 1Y | +185.8% | +16.1% | +169.6% | +165.5% |
| 3Y | -6.6% | -24.6% | +18.1% | -8.0% |
| All | -6.6% | -25.8% | +19.2% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling