+182.1%
FSLY vs SONY
-10.8%
+192.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.5% |
| 7D | -10.6% | -1.2% | -9.5% | -10.0% |
| 30D | -20.9% | +9.4% | -30.3% | -25.6% |
| 3M | +3.4% | +10.5% | -7.1% | -3.5% |
| 6M | +2.7% | +11.7% | -8.9% | -5.6% |
| YTD | +102.3% | -4.1% | +106.3% | +98.6% |
| 1Y | +182.1% | -11.8% | +193.8% | +195.4% |
| All | +182.1% | -10.8% | +192.9% | +195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling