+132.2%
AEHR vs SWK
+46.0%
+86.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.3% | +9.3% |
| 7D | -2.4% | +11.0% | -13.4% | -13.0% |
| 30D | -40.1% | +30.1% | -70.1% | -54.5% |
| 3M | -46.3% | +14.7% | -60.9% | -54.1% |
| 6M | -44.6% | +44.5% | -89.1% | -62.0% |
| YTD | +165.3% | +59.4% | +105.9% | +65.1% |
| 1Y | +126.1% | +77.5% | +48.6% | +28.1% |
| 3Y | +132.2% | +49.5% | +82.7% | +40.6% |
| All | +132.2% | +46.0% | +86.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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