+33.6%
KO vs FSLY
+204.8%
-171.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.1% | +7.5% | -8.6% | -1.0% |
| 30D | +1.6% | -21.1% | +22.7% | +1.4% |
| 3M | +5.8% | +21.8% | -16.0% | +5.9% |
| 6M | +14.3% | -0.1% | +14.4% | +14.7% |
| YTD | +27.3% | +123.1% | -95.8% | +28.1% |
| All | +33.6% | +204.8% | -171.3% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling