-49.8%
FSLY vs COMP
+10.0%
-59.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.7% | -7.7% | -0.3% |
| 7D | -31.4% | +13.4% | -44.9% | -33.1% |
| 30D | -37.3% | +11.1% | -48.4% | -38.4% |
| 3M | -30.1% | -18.8% | -11.3% | -25.5% |
| 6M | -49.8% | +10.5% | -60.3% | -52.4% |
| All | -49.8% | +10.0% | -59.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 6mo: compounded portfolio wealth divided by compounded COMP 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…
6mo analysis · Full analysis span regression · 6 months rolling