+44.5%
FSLY vs ADVB
-77.7%
+122.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.2% | +3.0% |
| 7D | -31.4% | -13.9% | -17.5% | -31.4% |
| 30D | -37.3% | -68.1% | +30.8% | -38.4% |
| 3M | -30.1% | -73.4% | +43.3% | -31.7% |
| 6M | -49.8% | -70.8% | +21.0% | -50.2% |
| YTD | +55.7% | -66.1% | +121.8% | +59.8% |
| 1Y | +44.5% | -77.5% | +122.0% | +53.8% |
| All | +44.5% | -77.7% | +122.1% | +53.8% |
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