+482.6%
GOOG vs FSLY
0.0%
+482.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.4% |
| 7D | +1.1% | +3.5% | -2.4% | +0.7% |
| 30D | -5.1% | -6.4% | +1.3% | -5.0% |
| 3M | -7.1% | +10.9% | -18.0% | -8.8% |
| 6M | +12.7% | +6.7% | +5.9% | +7.6% |
| YTD | +7.1% | +111.1% | -104.0% | -7.6% |
| 1Y | +43.6% | +185.8% | -142.2% | +17.9% |
| 3Y | +146.8% | -6.6% | +153.3% | +119.0% |
| 5Y | +133.7% | -52.4% | +186.1% | +102.7% |
| All | +482.6% | 0.0% | +482.6% | +303.9% |
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 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