-32.3%
FSLY vs BAH
+65.0%
-97.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -22.9% | +0.5% | -23.4% | -23.2% |
| 30D | -44.6% | +18.2% | -62.8% | -47.7% |
| 3M | -41.5% | +13.1% | -54.5% | -44.0% |
| 6M | -20.8% | +15.2% | -36.0% | -25.2% |
| YTD | +59.5% | +6.0% | +53.5% | +51.7% |
| 1Y | +36.1% | +3.1% | +33.0% | +30.5% |
| 3Y | -1.0% | -26.2% | +25.2% | +1.9% |
| 5Y | -66.9% | +9.3% | -76.3% | -72.5% |
| All | -32.3% | +65.0% | -97.3% | -45.5% |
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