-54.8%
PLUG vs FSLY
+41.0%
-95.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.8% | -9.2% |
| 7D | -8.5% | +11.8% | -20.3% | -9.2% |
| 30D | -20.8% | -36.5% | +15.7% | -19.0% |
| 3M | -46.1% | -39.7% | -6.3% | -44.9% |
| 6M | -65.3% | -9.7% | -55.6% | -65.0% |
| YTD | -37.3% | +68.9% | -106.2% | -34.6% |
| 1Y | -54.8% | +44.5% | -99.2% | -52.2% |
| All | -54.8% | +41.0% | -95.8% | -52.2% |
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