+120.3%
ADP vs FSLY
-25.7%
+146.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +1.1% | -22.4% | +23.5% | +2.2% |
| 30D | +11.5% | -45.5% | +57.0% | +14.5% |
| 3M | +12.0% | -30.4% | +42.4% | +12.8% |
| 6M | +43.8% | -22.1% | +65.9% | +43.3% |
| YTD | +20.1% | +57.0% | -36.9% | +10.9% |
| 1Y | +22.3% | +38.2% | -15.9% | +13.9% |
| 3Y | +43.3% | -2.5% | +45.8% | +30.9% |
| 5Y | +47.3% | -68.8% | +116.2% | +38.1% |
| All | +120.3% | -25.7% | +146.0% | +57.9% |
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