+827.9%
AEHR vs FSLY
-50.4%
+878.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +23.0% | +7.5% | +15.5% | +20.5% |
| 30D | -19.9% | -21.1% | +1.1% | -14.6% |
| 3M | +0.5% | +21.8% | -21.2% | -5.8% |
| 6M | +123.6% | -0.1% | +123.7% | +108.2% |
| YTD | +364.6% | +123.1% | +241.6% | +207.5% |
| 1Y | +255.3% | +208.6% | +46.8% | +99.0% |
| 3Y | +89.7% | -1.3% | +91.0% | +42.4% |
| 5Y | +827.9% | -48.4% | +876.3% | +702.1% |
| All | +827.9% | -50.4% | +878.3% | +702.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling