+181.1%
AEHR vs SWK
+53.8%
+127.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.1% | +11.0% |
| 7D | +8.1% | -2.3% | +10.4% | +10.9% |
| 30D | -15.9% | +30.4% | -46.3% | -36.2% |
| 3M | -43.9% | +12.1% | -56.0% | -51.0% |
| 6M | -37.1% | +49.1% | -86.2% | -57.9% |
| YTD | +225.8% | +60.4% | +165.4% | +102.0% |
| 1Y | +184.0% | +78.3% | +105.7% | +60.6% |
| All | +181.1% | +53.8% | +127.3% | +65.3% |
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