+484.7%
GOOGL vs FSLY
-4.2%
+488.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.9% |
| 7D | -2.3% | -10.6% | +8.4% | -1.2% |
| 30D | -6.6% | -20.9% | +14.3% | -4.9% |
| 3M | -8.9% | +3.4% | -12.4% | -10.1% |
| 6M | +11.9% | +2.7% | +9.1% | +7.2% |
| YTD | +8.3% | +102.3% | -93.9% | -6.1% |
| 1Y | +46.2% | +182.1% | -135.8% | +20.1% |
| 3Y | +151.9% | -14.6% | +166.4% | +126.0% |
| 5Y | +137.7% | -55.9% | +193.6% | +108.0% |
| All | +484.7% | -4.2% | +488.9% | +305.6% |
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