+928.2%
AEHR vs ADVB
-88.8%
+1,017.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.1% | +5.1% |
| 7D | +18.5% | -14.0% | +32.5% | +17.7% |
| 30D | -11.9% | +41.0% | -52.9% | -10.4% |
| 3M | -5.0% | +127.9% | -132.9% | -2.9% |
| 6M | +155.0% | +101.3% | +53.6% | +153.5% |
| YTD | +349.7% | +53.8% | +295.9% | +357.9% |
| 1Y | +260.4% | +4.4% | +256.0% | +264.2% |
| All | +928.2% | -88.8% | +1,017.0% | +1,369.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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