+3,217.7%
AEHR vs ARMK
+350.8%
+2,866.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.9% | +14.0% | +13.5% |
| 7D | +6.7% | -2.4% | +9.2% | +7.9% |
| 30D | -12.7% | 0.0% | -12.7% | -12.4% |
| 3M | -26.0% | +6.7% | -32.7% | -28.3% |
| 6M | +102.2% | +38.8% | +63.4% | +73.9% |
| YTD | +327.2% | +55.2% | +272.1% | +251.1% |
| 1Y | +228.1% | +46.6% | +181.5% | +176.4% |
| 3Y | +67.0% | +112.9% | -45.9% | +19.0% |
| 5Y | +928.1% | +144.0% | +784.2% | +617.4% |
| 10Y | +3,269.5% | +132.4% | +3,137.1% | +2,106.7% |
| All | +3,217.7% | +350.8% | +2,866.9% | +1,720.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling