-43.1%
PLUG vs FSLY
-26.3%
-16.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.1% | +4.4% | +6.4% |
| 7D | +5.8% | -31.4% | +37.3% | +18.0% |
| 30D | -18.5% | -37.3% | +18.8% | -7.7% |
| 3M | -30.0% | -30.1% | +0.2% | -26.0% |
| 6M | -56.2% | -49.8% | -6.4% | -51.0% |
| YTD | -26.4% | +55.7% | -82.1% | -54.3% |
| 1Y | -42.2% | +44.5% | -86.7% | -63.4% |
| 3Y | -76.8% | -4.3% | -72.5% | -85.6% |
| 5Y | -96.2% | -68.2% | -28.1% | -96.9% |
| All | -43.1% | -26.3% | -16.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling