+124.6%
ADP vs FSLY
-20.0%
+144.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +0.3% | +11.8% | -11.5% | -0.3% |
| 30D | +11.6% | -36.5% | +48.2% | +13.7% |
| 3M | +15.1% | -39.7% | +54.8% | +17.0% |
| 6M | +46.0% | -9.7% | +55.7% | +44.4% |
| YTD | +22.4% | +68.9% | -46.5% | +12.6% |
| 1Y | +24.5% | +44.5% | -20.0% | +15.7% |
| 3Y | +44.8% | +4.8% | +40.0% | +31.7% |
| 5Y | +49.1% | -66.0% | +115.1% | +39.1% |
| All | +124.6% | -20.0% | +144.6% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling