-67.0%
FSLY vs BBAI
-71.8%
+4.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +7.5% | -5.4% | +12.9% | +7.8% |
| 30D | -21.1% | -15.3% | -5.8% | -20.4% |
| 3M | +21.8% | -29.9% | +51.6% | +23.8% |
| 6M | -0.1% | -30.7% | +30.6% | +1.5% |
| YTD | +123.1% | -47.8% | +170.9% | +128.9% |
| 1Y | +208.6% | -40.4% | +248.9% | +212.3% |
| 3Y | -1.3% | +66.9% | -68.1% | -7.7% |
| 5Y | -48.4% | -71.4% | +23.0% | -51.4% |
| All | -67.0% | -71.8% | +4.8% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BBAI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling