+858.6%
FTAI vs FSLY
-50.4%
+909.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -9.7% | +7.5% | -17.2% | -10.6% |
| 30D | -20.0% | -21.1% | +1.1% | -17.8% |
| 3M | -20.1% | +21.8% | -41.8% | -22.7% |
| 6M | -33.3% | -0.1% | -33.1% | -36.1% |
| YTD | -8.0% | +123.1% | -131.1% | -23.4% |
| 1Y | +8.0% | +208.6% | -200.6% | -15.9% |
| 3Y | +413.4% | -1.3% | +414.7% | +337.6% |
| 5Y | +858.6% | -48.4% | +906.9% | +644.6% |
| All | +858.6% | -50.4% | +909.0% | +644.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling