+121.2%
ADM vs FSLY
-22.7%
+143.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +2.8% |
| 7D | +4.2% | +4.9% | -0.7% | +4.1% |
| 30D | -12.8% | -33.5% | +20.7% | -12.2% |
| 3M | -8.5% | -44.6% | +36.2% | -7.6% |
| 6M | -10.9% | -9.2% | -1.7% | -11.2% |
| YTD | +29.4% | +63.3% | -33.8% | +26.7% |
| 1Y | +27.5% | +45.3% | -17.7% | +25.1% |
| 3Y | +10.3% | +3.7% | +6.6% | +7.3% |
| 5Y | +27.4% | -67.2% | +94.5% | +25.9% |
| All | +121.2% | -22.7% | +143.9% | +80.4% |
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 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