-13.1%
ADBE vs FSLY
-22.7%
+9.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.3% |
| 7D | +1.6% | +4.9% | -3.3% | +0.9% |
| 30D | +1.0% | -33.5% | +34.5% | +5.3% |
| 3M | -10.1% | -44.6% | +34.5% | -5.0% |
| 6M | +3.0% | -9.2% | +12.2% | +0.7% |
| YTD | -30.5% | +63.3% | -93.8% | -42.4% |
| 1Y | -27.1% | +45.3% | -72.4% | -38.7% |
| 3Y | -58.8% | +3.7% | -62.6% | -66.6% |
| 5Y | -63.0% | -67.2% | +4.1% | -67.2% |
| All | -13.1% | -22.7% | +9.6% | -44.4% |
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