+79.3%
ADI vs FSLY
+161.0%
-81.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | -5.1% | -22.2% | +17.0% | -4.5% |
| 30D | -3.1% | -19.1% | +16.1% | -2.6% |
| 3M | +7.1% | -15.7% | +22.8% | +7.5% |
| 6M | +2.9% | -23.5% | +26.4% | +2.8% |
| YTD | +51.1% | +106.6% | -55.5% | +55.0% |
| 1Y | +79.3% | +164.3% | -84.9% | +84.4% |
| All | +79.3% | +161.0% | -81.7% | +84.4% |
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 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