+145.3%
AEHR vs FSLY
+161.0%
-15.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -5.7% | -22.2% | +16.4% | -3.6% |
| 30D | -41.7% | -19.1% | -22.6% | -40.5% |
| 3M | -44.6% | -15.7% | -28.9% | -43.7% |
| 6M | -28.9% | -23.5% | -5.5% | -28.6% |
| YTD | +201.3% | +106.6% | +94.7% | +269.5% |
| 1Y | +145.3% | +164.3% | -18.9% | +213.2% |
| All | +145.3% | +161.0% | -15.7% | +213.2% |
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