-34.5%
ADSK vs FSLY
+210.9%
-245.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | -2.5% | +12.5% | -15.0% | -2.7% |
| 30D | -14.9% | -18.8% | +3.9% | -14.7% |
| 3M | +3.3% | +22.7% | -19.3% | +3.0% |
| 6M | -15.7% | -3.7% | -12.0% | -16.0% |
| YTD | -28.2% | +127.5% | -155.8% | -27.8% |
| 1Y | -34.5% | +193.5% | -228.1% | -34.7% |
| All | -34.5% | +210.9% | -245.4% | -34.7% |
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