+5,646.2%
AEHR vs FSLY
0.0%
+5,646.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.4% | +0.9% | +4.2% |
| 7D | +18.5% | +3.5% | +15.1% | +17.5% |
| 30D | -11.9% | -6.4% | -5.5% | -10.9% |
| 3M | -5.0% | +10.9% | -15.9% | -7.9% |
| 6M | +155.0% | +6.7% | +148.3% | +138.6% |
| YTD | +349.7% | +111.1% | +238.6% | +230.1% |
| 1Y | +260.4% | +185.8% | +74.6% | +137.1% |
| 3Y | +83.6% | -6.6% | +90.2% | +47.1% |
| 5Y | +917.8% | -52.4% | +970.2% | +707.0% |
| All | +5,646.2% | 0.0% | +5,646.2% | +3,466.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling