-9.0%
AUR vs FSLY
+161.0%
-170.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | -19.8% | -22.2% | +2.3% | -18.3% |
| 30D | -29.0% | -19.1% | -9.9% | -27.9% |
| 3M | -43.6% | -15.7% | -27.9% | -43.0% |
| 6M | -36.6% | -23.5% | -13.2% | -36.4% |
| YTD | +6.3% | +106.6% | -100.4% | +5.8% |
| 1Y | -9.0% | +164.3% | -173.3% | -7.1% |
| All | -9.0% | +161.0% | -170.0% | -7.1% |
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 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