-66.5%
FSLY vs AVTR
-58.9%
-7.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +4.9% | +0.5% | +4.4% | +4.6% |
| 30D | -33.5% | -1.0% | -32.5% | -32.8% |
| 3M | -44.6% | +12.2% | -56.8% | -47.2% |
| 6M | -9.2% | +97.5% | -106.7% | -33.7% |
| YTD | +63.3% | +35.6% | +27.7% | +39.0% |
| 1Y | +45.3% | +32.8% | +12.5% | +24.7% |
| 3Y | +3.7% | -16.5% | +20.2% | +1.8% |
| All | -66.5% | -58.9% | -7.6% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling