+93.7%
ADP vs FSLY
+5.6%
+88.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.7% | +7.5% | -13.2% | -6.1% |
| 30D | -1.4% | -21.1% | +19.7% | -0.3% |
| 3M | +16.6% | +21.8% | -5.2% | +14.6% |
| 6M | +24.9% | -0.1% | +25.1% | +22.2% |
| YTD | +5.6% | +123.1% | -117.5% | -3.4% |
| 1Y | -6.0% | +208.6% | -214.6% | -16.9% |
| 3Y | +14.5% | -1.3% | +15.7% | +6.3% |
| 5Y | +47.9% | -48.4% | +96.2% | +35.5% |
| All | +93.7% | +5.6% | +88.1% | +37.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling