+1,783.4%
FTAI vs FSLY
+7.7%
+1,775.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +3.1% |
| 7D | -5.2% | +12.5% | -17.7% | -6.5% |
| 30D | -17.9% | -18.8% | +0.9% | -16.2% |
| 3M | -22.7% | +22.7% | -45.4% | -25.1% |
| 6M | -28.0% | -3.7% | -24.3% | -30.3% |
| YTD | -5.0% | +127.5% | -132.5% | -19.0% |
| 1Y | +10.4% | +193.5% | -183.1% | -10.0% |
| 3Y | +425.2% | -1.3% | +426.6% | +357.5% |
| 5Y | +890.3% | -47.3% | +937.7% | +740.8% |
| All | +1,783.4% | +7.7% | +1,775.7% | +1,151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling