+92.2%
ADP vs FSLY
+5.6%
+86.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.3% |
| 7D | -5.7% | +11.2% | -16.8% | -6.3% |
| 30D | -3.1% | -18.2% | +15.1% | -2.2% |
| 3M | +15.6% | +21.9% | -6.3% | +13.7% |
| 6M | +20.8% | +4.0% | +16.8% | +17.8% |
| YTD | +4.7% | +123.1% | -118.3% | -4.2% |
| 1Y | -8.3% | +196.9% | -205.2% | -18.7% |
| 3Y | +13.6% | -1.3% | +14.8% | +5.4% |
| 5Y | +45.0% | -50.2% | +95.2% | +33.2% |
| All | +92.2% | +5.6% | +86.6% | +36.4% |
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