+53.2%
ADP vs FSLY
-55.9%
+109.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.0% |
| 7D | -3.4% | -10.6% | +7.2% | -2.9% |
| 30D | +2.8% | -20.9% | +23.7% | +3.7% |
| 3M | +20.9% | +3.4% | +17.5% | +20.1% |
| 6M | +29.9% | +2.7% | +27.1% | +26.9% |
| YTD | +9.6% | +102.3% | -92.6% | +1.6% |
| 1Y | -5.3% | +182.1% | -187.3% | -15.4% |
| 3Y | +16.5% | -14.6% | +31.0% | +10.5% |
| All | +53.2% | -55.9% | +109.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling