+143.5%
AEHR vs FSLY
+2.5%
+141.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.3% | -5.9% |
| 7D | +6.4% | +4.9% | +1.5% | +5.4% |
| 30D | -20.3% | -33.5% | +13.2% | -12.2% |
| 3M | -53.8% | -44.6% | -9.2% | -47.8% |
| 6M | -44.8% | -9.2% | -35.6% | -43.6% |
| YTD | +182.2% | +63.3% | +119.0% | +142.1% |
| 1Y | +174.7% | +45.3% | +129.5% | +143.2% |
| 3Y | +143.5% | +3.7% | +139.8% | +96.0% |
| All | +143.5% | +2.5% | +141.0% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling