+3,912.3%
AEHR vs AMCR
+14.6%
+3,897.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.9% |
| 7D | +9.8% | -6.3% | +16.0% | +13.7% |
| 30D | -26.7% | -7.8% | -18.9% | -23.7% |
| 3M | -8.1% | +7.5% | -15.6% | -13.9% |
| 6M | +123.1% | +2.7% | +120.4% | +117.0% |
| YTD | +369.0% | +6.0% | +363.0% | +342.1% |
| 1Y | +256.4% | +7.8% | +248.6% | +231.5% |
| 3Y | +96.4% | +5.8% | +90.6% | +88.8% |
| 5Y | +836.6% | -11.6% | +848.2% | +893.3% |
| All | +3,912.3% | +14.6% | +3,897.7% | +3,395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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