-14.2%
FSLY vs AVTR
+1.7%
-15.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.8% |
| 7D | -10.6% | +2.7% | -13.3% | -11.7% |
| 30D | -20.9% | +12.1% | -32.9% | -24.9% |
| 3M | +3.4% | +57.2% | -53.8% | -17.6% |
| 6M | +2.7% | +73.1% | -70.3% | -22.2% |
| YTD | +102.3% | +30.6% | +71.6% | +71.7% |
| 1Y | +182.1% | +13.5% | +168.6% | +147.9% |
| 3Y | -14.6% | -31.0% | +16.4% | -7.0% |
| 5Y | -55.9% | -63.2% | +7.3% | -31.6% |
| All | -14.2% | +1.7% | -15.9% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling