+18.5%
ADSK vs FSLY
+5.6%
+12.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -3.4% |
| 7D | -14.5% | +11.2% | -25.7% | -15.8% |
| 30D | -19.3% | -18.2% | -1.1% | -17.4% |
| 3M | -7.8% | +21.9% | -29.7% | -11.4% |
| 6M | -20.8% | +4.0% | -24.8% | -25.5% |
| YTD | -30.2% | +123.1% | -153.3% | -44.0% |
| 1Y | -36.5% | +196.9% | -233.3% | -52.5% |
| 3Y | -5.7% | -1.3% | -4.5% | -21.1% |
| 5Y | -28.2% | -50.2% | +22.0% | -40.4% |
| All | +18.5% | +5.6% | +12.9% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling