+132.5%
GOOGL vs FSLY
-49.3%
+181.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.9% |
| 7D | -1.9% | +11.2% | -13.0% | -3.0% |
| 30D | -7.5% | -18.2% | +10.7% | -5.9% |
| 3M | -9.2% | +21.9% | -31.1% | -11.8% |
| 6M | +8.1% | +4.0% | +4.0% | +3.2% |
| YTD | +5.8% | +123.1% | -117.2% | -10.4% |
| 1Y | +38.3% | +196.9% | -158.5% | +10.6% |
| 3Y | +144.8% | -1.3% | +146.0% | +116.5% |
| 5Y | +132.5% | -50.2% | +182.8% | +92.0% |
| All | +132.5% | -49.3% | +181.9% | +92.0% |
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 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