+256.4%
AEHR vs FSLY
+210.9%
+45.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.0% | +0.8% |
| 7D | +9.8% | +12.5% | -2.7% | +8.6% |
| 30D | -26.7% | -18.8% | -7.9% | -25.3% |
| 3M | -8.1% | +22.7% | -30.8% | -9.1% |
| 6M | +123.1% | -3.7% | +126.8% | +123.6% |
| YTD | +369.0% | +127.5% | +241.5% | +428.5% |
| 1Y | +256.4% | +193.5% | +62.8% | +281.8% |
| All | +256.4% | +210.9% | +45.5% | +281.8% |
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