+156.7%
ADM vs FSLY
-4.2%
+161.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | +3.8% | -10.6% | +14.4% | +4.0% |
| 30D | +9.8% | -20.9% | +30.7% | +10.2% |
| 3M | +2.1% | +3.4% | -1.3% | +1.9% |
| 6M | +27.5% | +2.7% | +24.8% | +26.7% |
| YTD | +50.2% | +102.3% | -52.1% | +46.9% |
| 1Y | +40.6% | +182.1% | -141.5% | +36.2% |
| 3Y | +17.2% | -14.6% | +31.8% | +15.1% |
| 5Y | +61.9% | -55.9% | +117.8% | +59.2% |
| All | +156.7% | -4.2% | +161.0% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling