+144.4%
ADI vs FSLY
+2.5%
+141.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.6% | -2.5% |
| 7D | +9.5% | +4.9% | +4.6% | +9.0% |
| 30D | -1.4% | -33.5% | +32.1% | +1.9% |
| 3M | +4.7% | -44.6% | +49.4% | +9.0% |
| 6M | -7.4% | -9.2% | +1.8% | -7.8% |
| YTD | +48.1% | +63.3% | -15.2% | +34.6% |
| 1Y | +69.6% | +45.3% | +24.4% | +56.4% |
| 3Y | +144.4% | +3.7% | +140.6% | +105.8% |
| All | +144.4% | +2.5% | +141.8% | +105.8% |
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 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