-10.2%
ADSK vs FSLY
+161.0%
-171.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.2% | +7.0% |
| 7D | +11.4% | -22.2% | +33.6% | +11.7% |
| 30D | +21.9% | -19.1% | +41.0% | +22.1% |
| 3M | +13.9% | -15.7% | +29.6% | +13.8% |
| 6M | +9.1% | -23.5% | +32.6% | +8.9% |
| YTD | -8.8% | +106.6% | -115.4% | -7.0% |
| 1Y | -10.2% | +164.3% | -174.5% | -7.6% |
| All | -10.2% | +161.0% | -171.2% | -7.6% |
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