+13.4%
AUR vs FSLY
+181.7%
-168.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +8.7% | -10.6% | +19.4% | +9.6% |
| 30D | -5.2% | -20.9% | +15.7% | -3.8% |
| 3M | -7.3% | +3.4% | -10.7% | -7.6% |
| 6M | +41.2% | +2.7% | +38.5% | +39.1% |
| YTD | +65.1% | +102.3% | -37.2% | +58.5% |
| 1Y | +13.4% | +182.1% | -168.6% | +4.8% |
| All | +13.4% | +181.7% | -168.3% | +4.8% |
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