-47.3%
FSLY vs AZO
+85.8%
-133.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +12.5% | -3.6% | +16.1% | +13.7% |
| 30D | -18.8% | -5.6% | -13.3% | -17.5% |
| 3M | +22.7% | -6.6% | +29.3% | +24.6% |
| 6M | -3.7% | -22.5% | +18.8% | +4.0% |
| YTD | +127.5% | -15.2% | +142.7% | +139.3% |
| 1Y | +193.5% | -33.9% | +227.5% | +233.3% |
| 3Y | -1.3% | +11.8% | -13.1% | -10.8% |
| All | -47.3% | +85.8% | -133.0% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling