+410.9%
GOOGL vs FSLY
-22.7%
+433.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.7% |
| 7D | +3.9% | +4.9% | -1.0% | +3.4% |
| 30D | -14.9% | -33.5% | +18.6% | -12.0% |
| 3M | -14.6% | -44.6% | +30.1% | -10.8% |
| 6M | -26.4% | -9.2% | -17.2% | -27.5% |
| YTD | -5.3% | +63.3% | -68.6% | -17.3% |
| 1Y | +6.5% | +45.3% | -38.8% | -5.9% |
| 3Y | +126.0% | +3.7% | +122.3% | +94.5% |
| 5Y | +100.8% | -67.2% | +168.0% | +79.1% |
| All | +410.9% | -22.7% | +433.6% | +257.4% |
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