+542.0%
AEHR vs NYT
+318.3%
+223.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +9.8% | -0.6% | +10.4% | +9.9% |
| 30D | -26.7% | +4.6% | -31.3% | -27.6% |
| 3M | -8.1% | -9.6% | +1.5% | -6.4% |
| 6M | +123.1% | -14.0% | +137.1% | +129.3% |
| YTD | +369.0% | -2.8% | +371.8% | +366.1% |
| 1Y | +256.4% | +15.6% | +240.8% | +236.5% |
| 3Y | +96.4% | +56.3% | +40.1% | +69.2% |
| 5Y | +836.6% | +39.5% | +797.1% | +734.6% |
| 10Y | +3,718.1% | +488.0% | +3,230.1% | +2,309.5% |
| All | +542.0% | +318.3% | +223.7% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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