+96.4%
AEHR vs GDDY
+30.8%
+65.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +1.3% |
| 7D | +9.8% | -3.2% | +13.0% | +9.2% |
| 30D | -26.7% | +6.8% | -33.5% | -25.3% |
| 3M | -8.1% | +30.5% | -38.6% | -4.8% |
| 6M | +123.1% | +13.3% | +109.7% | +129.8% |
| YTD | +369.0% | -21.0% | +390.0% | +416.4% |
| 1Y | +256.4% | -34.0% | +290.4% | +310.2% |
| 3Y | +96.4% | +33.1% | +63.3% | +81.8% |
| All | +96.4% | +30.8% | +65.6% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 3y: compounded portfolio wealth divided by compounded GDDY 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…
3y analysis · Full analysis span regression · 6 months rolling