-6.1%
PATH vs FSLY
-13.5%
+7.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.5% | -14.1% | -16.2% |
| 7D | -16.3% | -10.6% | -5.7% | -14.7% |
| 30D | +9.9% | -20.9% | +30.8% | +13.6% |
| 3M | +30.2% | +3.4% | +26.7% | +28.4% |
| 6M | +37.2% | +2.7% | +34.5% | +28.3% |
| YTD | -7.3% | +102.3% | -109.6% | -27.1% |
| 1Y | +40.0% | +182.1% | -142.1% | -3.1% |
| All | -6.1% | -13.5% | +7.4% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling