+182.1%
FSLY vs BAH
-28.2%
+210.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -10.6% | -3.2% | -7.4% | -10.4% |
| 30D | -20.9% | +2.0% | -22.9% | -20.8% |
| 3M | +3.4% | -7.6% | +11.0% | +3.1% |
| 6M | +2.7% | -5.7% | +8.4% | +2.6% |
| YTD | +102.3% | -11.7% | +114.0% | +97.2% |
| 1Y | +182.1% | -27.4% | +209.4% | +162.2% |
| All | +182.1% | -28.2% | +210.3% | +162.2% |
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