+944.8%
AEHR vs AWK
+967.2%
-22.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | +18.5% | +2.2% | +16.4% | +18.2% |
| 30D | -11.9% | +4.4% | -16.4% | -12.5% |
| 3M | -5.0% | +15.4% | -20.4% | -7.8% |
| 6M | +155.0% | +3.5% | +151.4% | +151.3% |
| YTD | +349.7% | +9.8% | +339.9% | +336.6% |
| 1Y | +260.4% | +3.0% | +257.4% | +253.3% |
| 3Y | +83.6% | +9.7% | +73.9% | +72.6% |
| 5Y | +917.8% | -17.2% | +935.0% | +917.9% |
| 10Y | +3,517.1% | +126.1% | +3,391.1% | +2,593.9% |
| All | +944.8% | +967.2% | -22.5% | +440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling