-5.3%
FSLY vs AZO
+198.1%
-203.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.1% |
| 7D | +11.2% | -0.8% | +12.0% | +11.4% |
| 30D | -18.2% | -5.1% | -13.0% | -17.1% |
| 3M | +21.9% | -7.2% | +29.1% | +23.8% |
| 6M | +4.0% | -20.7% | +24.8% | +10.3% |
| YTD | +123.1% | -14.2% | +137.3% | +131.9% |
| 1Y | +196.9% | -32.2% | +229.0% | +228.1% |
| 3Y | -1.3% | +11.1% | -12.4% | -7.1% |
| 5Y | -50.2% | +87.6% | -137.8% | -59.7% |
| All | -5.3% | +198.1% | -203.5% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling