-8.7%
FSLY vs UMAC
+549.5%
-558.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.3% | -5.0% | +3.8% |
| 7D | +3.5% | +14.7% | -11.2% | +2.6% |
| 30D | -6.4% | -0.5% | -5.9% | -6.4% |
| 3M | +10.9% | +0.5% | +10.4% | +10.2% |
| 6M | +6.7% | +57.9% | -51.2% | +2.3% |
| YTD | +111.1% | +103.9% | +7.2% | +99.2% |
| 1Y | +185.8% | +159.3% | +26.5% | +164.3% |
| All | -8.7% | +549.5% | -558.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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