+164.3%
FSLY vs BAH
+6.2%
+158.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | -22.2% | +5.8% | -28.0% | -22.7% |
| 30D | -19.1% | +28.7% | -47.8% | -21.6% |
| 3M | -15.7% | +20.9% | -36.6% | -17.2% |
| 6M | -23.5% | +15.2% | -38.6% | -25.4% |
| YTD | +106.6% | +7.1% | +99.6% | +94.6% |
| 1Y | +164.3% | +6.4% | +157.9% | +157.6% |
| All | +164.3% | +6.2% | +158.1% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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