+7.2%
ADM vs FSLY
-7.0%
+14.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.7% |
| 7D | -9.0% | -31.4% | +22.4% | -8.7% |
| 30D | -14.0% | -37.3% | +23.3% | -13.7% |
| 3M | -9.2% | -30.1% | +21.0% | -9.0% |
| 6M | -9.2% | -49.8% | +40.6% | -8.9% |
| YTD | +24.2% | +55.7% | -31.5% | +24.8% |
| 1Y | +27.0% | +44.5% | -17.5% | +27.5% |
| All | +7.2% | -7.0% | +14.2% | +3.8% |
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