+5,893.0%
AEHR vs AVTR
+0.6%
+5,892.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +9.8% | -1.1% | +10.8% | +10.2% |
| 30D | -26.7% | +6.3% | -33.0% | -28.9% |
| 3M | -8.1% | +53.3% | -61.4% | -25.1% |
| 6M | +123.1% | +78.6% | +44.4% | +68.9% |
| YTD | +369.0% | +29.2% | +339.8% | +303.3% |
| 1Y | +256.4% | +13.8% | +242.5% | +214.0% |
| 3Y | +96.4% | -27.4% | +123.8% | +108.2% |
| 5Y | +836.6% | -65.0% | +901.6% | +1,228.3% |
| All | +5,893.0% | +0.6% | +5,892.4% | +5,519.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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