-9.9%
ADBE vs FSLY
+7.7%
-17.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.1% |
| 7D | -5.4% | +12.5% | -17.8% | -6.9% |
| 30D | -2.5% | -18.8% | +16.3% | -0.2% |
| 3M | +15.3% | +22.7% | -7.4% | +10.8% |
| 6M | -7.8% | -3.7% | -4.1% | -12.2% |
| YTD | -27.9% | +127.5% | -155.4% | -41.7% |
| 1Y | -28.0% | +193.5% | -221.6% | -45.3% |
| 3Y | -55.3% | -1.3% | -54.0% | -62.3% |
| 5Y | -61.7% | -47.3% | -14.4% | -67.7% |
| All | -9.9% | +7.7% | -17.6% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling