+216.8%
FSLY vs ADVB
-88.3%
+305.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -10.6% | -3.8% | -6.9% | -10.7% |
| 30D | -20.9% | +17.6% | -38.5% | -20.8% |
| 3M | +3.4% | +119.1% | -115.7% | +8.9% |
| 6M | +2.7% | +103.4% | -100.6% | +9.1% |
| YTD | +102.3% | +59.8% | +42.4% | +113.3% |
| 1Y | +182.1% | +8.5% | +173.5% | +195.0% |
| All | +216.8% | -88.3% | +305.1% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling