+140.7%
GOOG vs FSLY
-0.4%
+141.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.7% | -7.8% | -2.4% |
| 7D | -1.6% | +11.2% | -12.7% | -2.1% |
| 30D | -7.7% | -18.2% | +10.5% | -6.9% |
| 3M | -9.3% | +21.9% | -31.2% | -10.6% |
| 6M | +7.4% | +4.0% | +3.4% | +4.9% |
| YTD | +4.9% | +123.1% | -118.2% | -3.7% |
| 1Y | +37.2% | +196.9% | -159.6% | +21.6% |
| All | +140.7% | -0.4% | +141.1% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling