+739.9%
AEHR vs BROS
+41.2%
+698.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.7% |
| 7D | +18.5% | -0.9% | +19.5% | +19.0% |
| 30D | -11.9% | -13.5% | +1.5% | -7.8% |
| 3M | -5.0% | -18.4% | +13.4% | -0.6% |
| 6M | +155.0% | -10.6% | +165.5% | +159.1% |
| YTD | +349.7% | -25.1% | +374.7% | +382.4% |
| 1Y | +260.4% | -28.6% | +289.1% | +291.3% |
| 3Y | +83.6% | +65.6% | +18.0% | +47.0% |
| All | +739.9% | +41.2% | +698.7% | +645.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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