-35.0%
AUR vs FSLY
-46.2%
+11.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.8% | -1.7% |
| 7D | +11.1% | +11.2% | 0.0% | +7.9% |
| 30D | -6.9% | -18.2% | +11.3% | -2.1% |
| 3M | +5.5% | +21.9% | -16.4% | -2.1% |
| 6M | +41.0% | +4.0% | +37.0% | +25.0% |
| YTD | +69.3% | +123.1% | -53.8% | +7.8% |
| 1Y | +14.0% | +196.9% | -182.8% | -37.8% |
| 3Y | +90.1% | -1.3% | +91.3% | +39.6% |
| 5Y | -34.4% | -50.2% | +15.8% | -58.7% |
| All | -35.0% | -46.2% | +11.2% | -59.0% |
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