+113.3%
ITW vs FSLY
-4.2%
+117.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | -3.6% | -10.6% | +7.1% | -3.0% |
| 30D | -9.1% | -20.9% | +11.8% | -8.3% |
| 3M | +8.2% | +3.4% | +4.8% | +7.5% |
| 6M | -4.8% | +2.7% | -7.5% | -6.7% |
| YTD | +11.0% | +102.3% | -91.2% | +3.5% |
| 1Y | +4.2% | +182.1% | -177.8% | -5.5% |
| 3Y | +17.3% | -14.6% | +31.8% | +10.4% |
| 5Y | +33.0% | -55.9% | +88.9% | +22.0% |
| All | +113.3% | -4.2% | +117.5% | +67.0% |
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 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