+162.6%
ADM vs FSLY
+5.6%
+157.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +2.3% |
| 7D | +1.4% | +11.2% | -9.8% | +1.1% |
| 30D | +8.2% | -18.2% | +26.4% | +8.6% |
| 3M | +8.7% | +21.9% | -13.2% | +8.0% |
| 6M | +29.1% | +4.0% | +25.1% | +28.2% |
| YTD | +53.7% | +123.1% | -69.4% | +49.9% |
| 1Y | +43.2% | +196.9% | -153.6% | +38.6% |
| 3Y | +21.4% | -1.3% | +22.7% | +18.8% |
| 5Y | +67.1% | -50.2% | +117.3% | +63.8% |
| All | +162.6% | +5.6% | +157.0% | +113.5% |
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