+24.5%
ADP vs FSLY
+41.0%
-16.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +0.3% | +11.8% | -11.5% | +0.5% |
| 30D | +11.6% | -36.5% | +48.2% | +10.8% |
| 3M | +15.1% | -39.7% | +54.8% | +14.3% |
| 6M | +46.0% | -9.7% | +55.7% | +45.9% |
| YTD | +22.4% | +68.9% | -46.5% | +27.5% |
| 1Y | +24.5% | +44.5% | -20.0% | +30.4% |
| All | +24.5% | +41.0% | -16.5% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling