+18.7%
ADM vs FSLY
-11.4%
+30.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | +3.8% | -10.6% | +14.4% | +3.9% |
| 30D | +9.8% | -20.9% | +30.7% | +10.0% |
| 3M | +2.1% | +3.4% | -1.3% | +2.0% |
| 6M | +27.5% | +2.7% | +24.8% | +27.5% |
| YTD | +50.2% | +102.3% | -52.1% | +50.5% |
| 1Y | +40.6% | +182.1% | -141.5% | +41.0% |
| All | +18.7% | -11.4% | +30.1% | +14.4% |
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