+558.1%
AEHR vs AMDL
+131.0%
+427.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.0% | -0.8% | +2.8% |
| 7D | +19.1% | +29.0% | -9.9% | +7.6% |
| 30D | -10.0% | +19.1% | -29.1% | -15.6% |
| 3M | +1.3% | +1.8% | -0.5% | +0.3% |
| 6M | +133.8% | +374.4% | -240.6% | +29.7% |
| YTD | +373.3% | +278.9% | +94.4% | +175.1% |
| 1Y | +256.2% | +510.6% | -254.4% | +65.1% |
| All | +558.1% | +131.0% | +427.2% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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