-9.2%
FSLY vs SONY
+17.9%
-27.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.9% | -2.9% |
| 7D | +4.9% | +0.3% | +4.6% | +5.0% |
| 30D | -33.5% | +11.1% | -44.6% | -33.9% |
| 3M | -44.6% | +14.7% | -59.3% | -45.8% |
| 6M | -9.2% | +18.8% | -28.0% | -7.6% |
| All | -9.2% | +17.9% | -27.1% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling