-74.4%
GRAB vs FSLY
-73.2%
-1.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.7% | -12.1% | -7.5% |
| 7D | -13.9% | +11.2% | -25.0% | -15.8% |
| 30D | -17.2% | -18.2% | +1.0% | -14.6% |
| 3M | -7.9% | +21.9% | -29.8% | -13.0% |
| 6M | -23.2% | +4.0% | -27.3% | -30.0% |
| YTD | -39.1% | +123.1% | -162.2% | -55.9% |
| 1Y | -42.5% | +196.9% | -239.4% | -62.4% |
| 3Y | -18.3% | -1.3% | -17.0% | -36.8% |
| 5Y | -71.7% | -50.2% | -21.5% | -77.9% |
| All | -74.4% | -73.2% | -1.3% | -78.1% |
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