+25.1%
ADM vs FSLY
-69.8%
+94.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.8% |
| 7D | -9.0% | -31.4% | +22.4% | -8.6% |
| 30D | -14.0% | -37.3% | +23.3% | -13.5% |
| 3M | -9.2% | -30.1% | +21.0% | -9.0% |
| 6M | -9.2% | -49.8% | +40.6% | -8.7% |
| YTD | +24.2% | +55.7% | -31.5% | +23.2% |
| 1Y | +27.0% | +44.5% | -17.5% | +26.0% |
| 3Y | +6.6% | -4.3% | +11.0% | +4.8% |
| All | +25.1% | -69.8% | +94.9% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling