+233.3%
AEHR vs SWK
+477.3%
-244.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.2% | -2.6% | -16.6% | -18.0% |
| 7D | -19.7% | +11.3% | -30.9% | -24.2% |
| 30D | -46.6% | +28.1% | -74.7% | -53.1% |
| 3M | -50.2% | +12.6% | -62.8% | -53.5% |
| 6M | -46.1% | +51.7% | -97.8% | -55.8% |
| YTD | +143.5% | +60.0% | +83.5% | +96.4% |
| 1Y | +91.1% | +72.7% | +18.4% | +49.6% |
| 3Y | +100.7% | +46.3% | +54.3% | +70.8% |
| 5Y | +91.1% | -24.6% | +115.8% | +106.1% |
| 10Y | +1,403.4% | +32.2% | +1,371.1% | +1,155.6% |
| All | +233.3% | +477.3% | -244.0% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling