+98.2%
AEHR vs AWK
+9.9%
+88.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.2% |
| 7D | +19.1% | +0.6% | +18.5% | +19.6% |
| 30D | -10.0% | +4.3% | -14.3% | -7.3% |
| 3M | +1.3% | +12.5% | -11.2% | +9.5% |
| 6M | +133.8% | +3.3% | +130.5% | +146.8% |
| YTD | +373.3% | +9.8% | +363.5% | +412.8% |
| 1Y | +256.2% | +2.9% | +253.3% | +282.9% |
| All | +98.2% | +9.9% | +88.3% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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