-33.4%
FSLY vs BAH
+63.6%
-97.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -22.4% | -1.5% | -20.9% | -22.3% |
| 30D | -45.5% | +17.3% | -62.7% | -48.4% |
| 3M | -30.4% | +14.9% | -45.3% | -33.7% |
| 6M | -22.1% | +14.2% | -36.3% | -26.2% |
| YTD | +57.0% | +5.1% | +51.8% | +49.6% |
| 1Y | +38.2% | +2.1% | +36.2% | +32.9% |
| 3Y | -2.5% | -26.0% | +23.5% | +0.1% |
| 5Y | -68.8% | +9.0% | -77.8% | -74.1% |
| All | -33.4% | +63.6% | -97.0% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling