-18.8%
PATH vs FSLY
+19.6%
-38.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -4.8% | -22.2% | +17.4% | -1.1% |
| 30D | +2.7% | -19.1% | +21.8% | +5.5% |
| 3M | -4.2% | -15.7% | +11.5% | -3.3% |
| 6M | +24.7% | -23.5% | +48.2% | +24.0% |
| YTD | -17.6% | +106.6% | -124.2% | -34.5% |
| 1Y | -5.3% | +164.3% | -169.6% | -31.3% |
| All | -18.8% | +19.6% | -38.3% | -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