+712.1%
AEHR vs CHWY
-72.6%
+784.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +2.2% |
| 7D | +9.8% | -13.6% | +23.4% | +16.1% |
| 30D | -26.7% | -8.5% | -18.2% | -25.2% |
| 3M | -8.1% | +8.9% | -17.0% | -14.9% |
| 6M | +123.1% | -20.5% | +143.5% | +134.2% |
| YTD | +369.0% | -38.2% | +407.1% | +454.3% |
| 1Y | +256.4% | -43.3% | +299.6% | +334.0% |
| 3Y | +96.4% | -8.5% | +104.9% | +71.0% |
| All | +712.1% | -72.6% | +784.7% | +852.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 5y: compounded portfolio wealth divided by compounded CHWY 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…
5y analysis · Full analysis span regression · 6 months rolling