-14.2%
FSLY vs BAH
+37.4%
-51.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.1% |
| 7D | -10.6% | -3.2% | -7.4% | -9.7% |
| 30D | -20.9% | +2.0% | -22.9% | -21.4% |
| 3M | +3.4% | -7.6% | +11.0% | +5.5% |
| 6M | +2.7% | -5.7% | +8.4% | +3.8% |
| YTD | +102.3% | -11.7% | +114.0% | +104.7% |
| 1Y | +182.1% | -27.4% | +209.4% | +204.3% |
| 3Y | -14.6% | -32.5% | +18.0% | -10.6% |
| 5Y | -55.9% | -3.3% | -52.6% | -62.1% |
| All | -14.2% | +37.4% | -51.6% | -26.5% |
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