+1,891.0%
FTAI vs FSLY
0.0%
+1,891.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.3% |
| 7D | +3.9% | +3.5% | +0.4% | +3.5% |
| 30D | -8.8% | -6.4% | -2.4% | -8.5% |
| 3M | -14.5% | +10.9% | -25.4% | -16.1% |
| 6M | -24.0% | +6.7% | -30.7% | -27.4% |
| YTD | +0.5% | +111.1% | -110.6% | -13.6% |
| 1Y | +19.1% | +185.8% | -166.7% | -2.7% |
| 3Y | +460.7% | -6.6% | +467.3% | +391.6% |
| 5Y | +947.3% | -52.4% | +999.7% | +799.1% |
| All | +1,891.0% | 0.0% | +1,891.0% | +1,235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling