-1.3%
FSLY vs AZO
+10.0%
-11.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +12.5% | -3.6% | +16.1% | +13.3% |
| 30D | -18.8% | -5.6% | -13.3% | -18.0% |
| 3M | +22.7% | -6.6% | +29.3% | +23.9% |
| 6M | -3.7% | -22.5% | +18.8% | +1.7% |
| YTD | +127.5% | -15.2% | +142.7% | +138.0% |
| 1Y | +193.5% | -33.9% | +227.5% | +217.2% |
| 3Y | -1.3% | +11.8% | -13.1% | -11.3% |
| All | -1.3% | +10.0% | -11.4% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling