+3,912.3%
AEHR vs DKS
+203.5%
+3,708.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.4% |
| 7D | +9.8% | -3.0% | +12.7% | +10.8% |
| 30D | -26.7% | -33.4% | +6.6% | -17.7% |
| 3M | -8.1% | -39.4% | +31.3% | +5.4% |
| 6M | +123.1% | -30.1% | +153.2% | +144.6% |
| YTD | +369.0% | -31.0% | +400.0% | +418.7% |
| 1Y | +256.4% | -40.2% | +296.5% | +317.1% |
| 3Y | +96.4% | +30.9% | +65.4% | +76.1% |
| 5Y | +836.6% | +14.0% | +822.6% | +736.0% |
| All | +3,912.3% | +203.5% | +3,708.8% | +2,605.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling