+174.7%
AEHR vs FSLY
+41.1%
+133.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.3% | -6.1% |
| 7D | +6.4% | +4.9% | +1.5% | +5.7% |
| 30D | -20.3% | -33.5% | +13.2% | -15.4% |
| 3M | -53.8% | -44.6% | -9.2% | -50.4% |
| 6M | -44.8% | -9.2% | -35.6% | -42.4% |
| YTD | +182.2% | +63.3% | +119.0% | +259.0% |
| 1Y | +174.7% | +45.3% | +129.5% | +257.3% |
| All | +174.7% | +41.1% | +133.6% | +257.3% |
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