-5.3%
FSLY vs BAH
+36.3%
-41.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | +11.2% | -1.3% | +12.5% | +11.6% |
| 30D | -18.2% | -6.6% | -11.5% | -16.5% |
| 3M | +21.9% | -7.2% | +29.1% | +24.1% |
| 6M | +4.0% | -10.0% | +14.0% | +6.6% |
| YTD | +123.1% | -12.5% | +135.5% | +126.3% |
| 1Y | +196.9% | -27.9% | +224.8% | +220.9% |
| 3Y | -1.3% | -31.4% | +30.1% | +2.4% |
| 5Y | -50.2% | -3.2% | -47.0% | -57.4% |
| All | -5.3% | +36.3% | -41.6% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling