+114.5%
ADI vs FSLY
-7.5%
+121.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.1% |
| 7D | +2.4% | +3.5% | -1.0% | +2.1% |
| 30D | -6.6% | -6.4% | -0.2% | -6.4% |
| 3M | -9.8% | +10.9% | -20.7% | -11.1% |
| 6M | +15.7% | +6.7% | +9.0% | +11.6% |
| YTD | +35.1% | +111.1% | -76.0% | +20.1% |
| 1Y | +47.7% | +185.8% | -138.1% | +23.9% |
| 3Y | +114.5% | -6.6% | +121.0% | +86.4% |
| All | +114.5% | -7.5% | +121.9% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling