+308.8%
ADI vs FSLY
+5.6%
+303.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.3% | +7.5% | -6.2% | +0.4% |
| 30D | -6.0% | -21.1% | +15.1% | -3.5% |
| 3M | -7.7% | +21.8% | -29.5% | -10.9% |
| 6M | +14.0% | -0.1% | +14.1% | +9.0% |
| YTD | +34.4% | +123.1% | -88.7% | +11.5% |
| 1Y | +48.0% | +208.6% | -160.6% | +14.9% |
| 3Y | +113.3% | -1.3% | +114.6% | +82.7% |
| 5Y | +131.1% | -48.4% | +179.5% | +97.0% |
| All | +308.8% | +5.6% | +303.2% | +156.8% |
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