+83.6%
AEHR vs ARMK
+125.3%
-41.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.8% | +4.2% |
| 7D | +18.5% | +1.7% | +16.8% | +16.9% |
| 30D | -11.9% | +3.1% | -15.0% | -13.4% |
| 3M | -5.0% | +9.2% | -14.2% | -11.4% |
| 6M | +155.0% | +43.7% | +111.3% | +92.6% |
| YTD | +349.7% | +57.4% | +292.3% | +223.6% |
| 1Y | +260.4% | +51.9% | +208.6% | +165.1% |
| 3Y | +83.6% | +125.4% | -41.8% | +2.1% |
| All | +83.6% | +125.3% | -41.7% | +2.1% |
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