+145.3%
AEHR vs TECK
+59.3%
+86.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.3% | -10.8% | -11.5% |
| 7D | -5.7% | +2.3% | -8.0% | -9.1% |
| 30D | -41.7% | -5.0% | -36.7% | -38.3% |
| 3M | -44.6% | -0.3% | -44.3% | -45.9% |
| 6M | -28.9% | +13.9% | -42.8% | -39.2% |
| YTD | +201.3% | +35.2% | +166.1% | +130.4% |
| 1Y | +145.3% | +57.5% | +87.8% | +59.6% |
| All | +145.3% | +59.3% | +86.0% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling