+182.1%
FSLY vs AZO
-28.9%
+210.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -10.6% | +0.7% | -11.4% | -10.8% |
| 30D | -20.9% | -2.7% | -18.2% | -20.4% |
| 3M | +3.4% | -3.2% | +6.6% | +3.7% |
| 6M | +2.7% | -19.7% | +22.5% | +13.1% |
| YTD | +102.3% | -12.0% | +114.3% | +122.0% |
| 1Y | +182.1% | -29.5% | +211.6% | +212.8% |
| All | +182.1% | -28.9% | +210.9% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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