+143.5%
AEHR vs ARMK
+96.6%
+46.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.1% | -6.8% | -6.7% |
| 7D | +6.4% | +2.7% | +3.7% | +4.2% |
| 30D | -20.3% | -1.5% | -18.8% | -18.0% |
| 3M | -53.8% | -11.6% | -42.2% | -48.4% |
| 6M | -44.8% | +6.7% | -51.6% | -46.8% |
| YTD | +182.2% | +47.4% | +134.8% | +118.8% |
| 1Y | +174.7% | +41.5% | +133.3% | +118.5% |
| 3Y | +143.5% | +95.5% | +48.0% | +67.1% |
| All | +143.5% | +96.6% | +46.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 3y: compounded portfolio wealth divided by compounded ARMK 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…
3y analysis · Full analysis span regression · 6 months rolling