+4.0%
FSLY vs AHR
+357.7%
-353.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.0% |
| 7D | +11.2% | -4.3% | +15.5% | +12.4% |
| 30D | -18.2% | -3.1% | -15.1% | -17.7% |
| 3M | +21.9% | +15.7% | +6.2% | +15.8% |
| 6M | +4.0% | +4.1% | 0.0% | +2.3% |
| YTD | +123.1% | +15.4% | +107.7% | +110.9% |
| 1Y | +196.9% | +28.0% | +168.9% | +170.5% |
| All | +4.0% | +357.7% | -353.7% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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