-38.9%
JOBY vs FSLY
-67.4%
+28.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.7% | -11.8% | -7.5% |
| 7D | -5.9% | +11.2% | -17.0% | -8.4% |
| 30D | -27.1% | -18.2% | -9.0% | -24.1% |
| 3M | -30.7% | +21.9% | -52.6% | -35.5% |
| 6M | -36.1% | +4.0% | -40.1% | -42.4% |
| YTD | -51.4% | +123.1% | -174.4% | -67.0% |
| 1Y | -52.2% | +196.9% | -249.0% | -71.5% |
| 3Y | -12.1% | -1.3% | -10.8% | -34.4% |
| 5Y | -31.1% | -50.2% | +19.1% | -51.0% |
| All | -38.9% | -67.4% | +28.5% | -55.6% |
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