+215.4%
ADSK vs AEHR
+3,845.4%
-3,630.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -2.5% | +9.8% | -12.3% | -3.2% |
| 30D | -14.9% | -26.7% | +11.9% | -13.5% |
| 3M | +3.3% | -8.1% | +11.4% | +1.5% |
| 6M | -15.7% | +123.1% | -138.7% | -25.0% |
| YTD | -28.2% | +369.0% | -397.2% | -41.4% |
| 1Y | -34.5% | +256.4% | -290.9% | -45.7% |
| 3Y | -2.9% | +96.4% | -99.3% | -21.1% |
| 5Y | -25.3% | +836.6% | -861.9% | -50.5% |
| All | +215.4% | +3,845.4% | -3,630.0% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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