+350.3%
ADI vs FSLY
-22.7%
+373.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.6% | -2.3% |
| 7D | +9.5% | +4.9% | +4.6% | +8.8% |
| 30D | -1.4% | -33.5% | +32.1% | +3.4% |
| 3M | +4.7% | -44.6% | +49.4% | +11.1% |
| 6M | -7.4% | -9.2% | +1.8% | -8.5% |
| YTD | +48.1% | +63.3% | -15.2% | +26.3% |
| 1Y | +69.6% | +45.3% | +24.4% | +46.9% |
| 3Y | +144.4% | +3.7% | +140.6% | +104.5% |
| 5Y | +134.1% | -67.2% | +201.3% | +109.9% |
| All | +350.3% | -22.7% | +373.0% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling