-35.7%
AUR vs FSLY
-45.1%
+9.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.0% |
| 7D | +1.4% | +12.5% | -11.1% | -1.9% |
| 30D | -6.4% | -18.8% | +12.4% | -1.4% |
| 3M | +7.7% | +22.7% | -15.0% | -0.3% |
| 6M | +44.5% | -3.7% | +48.2% | +31.4% |
| YTD | +67.4% | +127.5% | -60.1% | +6.0% |
| 1Y | +15.4% | +193.5% | -178.1% | -36.5% |
| 3Y | +94.8% | -1.3% | +96.2% | +43.7% |
| 5Y | -35.1% | -47.3% | +12.2% | -59.4% |
| All | -35.7% | -45.1% | +9.4% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling