+21.8%
ADSK vs FSLY
+7.7%
+14.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | -2.5% | +12.5% | -15.0% | -4.2% |
| 30D | -14.9% | -18.8% | +3.9% | -12.7% |
| 3M | +3.3% | +22.7% | -19.3% | -0.8% |
| 6M | -15.7% | -3.7% | -12.0% | -19.7% |
| YTD | -28.2% | +127.5% | -155.8% | -42.6% |
| 1Y | -34.5% | +193.5% | -228.1% | -50.9% |
| 3Y | -2.9% | -1.3% | -1.6% | -18.6% |
| 5Y | -25.3% | -47.3% | +22.0% | -38.6% |
| All | +21.8% | +7.7% | +14.1% | -23.8% |
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