-81.1%
PATH vs FSLY
-76.4%
-4.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -26.9% | +23.2% | +4.1% |
| 7D | -5.6% | -40.0% | +34.4% | +7.8% |
| 30D | -0.7% | -39.7% | +39.0% | +12.1% |
| 3M | -5.9% | -40.9% | +35.1% | +4.2% |
| 6M | +21.6% | -52.5% | +74.1% | +36.6% |
| YTD | -20.6% | +51.1% | -71.7% | -48.0% |
| 1Y | -10.6% | +90.6% | -101.2% | -49.1% |
| 3Y | -24.9% | -12.4% | -12.5% | -49.9% |
| 5Y | -76.8% | -69.1% | -7.7% | -81.9% |
| All | -81.1% | -76.4% | -4.7% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling