+164.3%
FSLY vs ADVB
-76.7%
+240.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.4% | -0.2% |
| 7D | -22.2% | -29.5% | +7.4% | -22.5% |
| 30D | -19.1% | -66.9% | +47.7% | -20.6% |
| 3M | -15.7% | -73.7% | +58.0% | -18.0% |
| 6M | -23.5% | -64.8% | +41.3% | -23.6% |
| YTD | +106.6% | -64.0% | +170.7% | +113.3% |
| 1Y | +164.3% | -77.0% | +241.2% | +187.2% |
| All | +164.3% | -76.7% | +240.9% | +187.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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