-21.8%
PATH vs FSLY
-9.9%
-11.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.6% |
| 7D | -5.3% | -31.4% | +26.1% | -0.2% |
| 30D | -0.5% | -37.3% | +36.8% | +5.7% |
| 3M | -7.1% | -30.1% | +23.0% | -3.8% |
| 6M | +23.8% | -49.8% | +73.6% | +31.2% |
| YTD | -20.7% | +55.7% | -76.4% | -34.5% |
| 1Y | -8.1% | +44.5% | -52.5% | -23.0% |
| 3Y | -21.8% | -4.3% | -17.5% | -39.1% |
| All | -21.8% | -9.9% | -11.9% | -39.1% |
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 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