+5,781.4%
AEHR vs CHWY
-43.2%
+5,824.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +2.0% |
| 7D | +9.8% | -13.6% | +23.4% | +15.0% |
| 30D | -26.7% | -8.5% | -18.2% | -25.4% |
| 3M | -8.1% | +8.9% | -17.0% | -13.6% |
| 6M | +123.1% | -20.5% | +143.5% | +132.4% |
| YTD | +369.0% | -38.2% | +407.1% | +438.1% |
| 1Y | +256.4% | -43.3% | +299.6% | +319.2% |
| 3Y | +96.4% | -8.5% | +104.9% | +79.6% |
| 5Y | +836.6% | -72.7% | +909.3% | +1,074.3% |
| All | +5,781.4% | -43.2% | +5,824.6% | +6,054.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling