+474.6%
GOOGL vs FSLY
+5.6%
+468.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.8% | +7.5% | -10.4% | -3.6% |
| 30D | -3.2% | -21.1% | +17.9% | -1.2% |
| 3M | -6.6% | +21.8% | -28.4% | -9.2% |
| 6M | +8.5% | -0.1% | +8.6% | +4.4% |
| YTD | +6.5% | +123.1% | -116.6% | -8.7% |
| 1Y | +39.4% | +208.6% | -169.1% | +13.5% |
| 3Y | +146.2% | -1.3% | +147.5% | +117.3% |
| 5Y | +138.3% | -48.4% | +186.7% | +105.3% |
| All | +474.6% | +5.6% | +468.9% | +294.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling