-35.1%
AUR vs FSLY
-47.3%
+12.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.0% |
| 7D | +1.4% | +12.5% | -11.1% | -2.0% |
| 30D | -6.4% | -18.8% | +12.4% | -1.2% |
| 3M | +7.7% | +22.7% | -15.0% | -0.5% |
| 6M | +44.5% | -3.7% | +48.2% | +30.9% |
| YTD | +67.4% | +127.5% | -60.1% | +4.1% |
| 1Y | +15.4% | +193.5% | -178.1% | -38.2% |
| 3Y | +94.8% | -1.3% | +96.2% | +42.3% |
| All | -35.1% | -47.3% | +12.2% | -58.9% |
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