+712.1%
AEHR vs TECK
+180.1%
+532.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.3% |
| 7D | +9.8% | -3.8% | +13.6% | +12.7% |
| 30D | -26.7% | +0.7% | -27.5% | -27.6% |
| 3M | -8.1% | +4.6% | -12.7% | -11.0% |
| 6M | +123.1% | +25.1% | +97.9% | +97.5% |
| YTD | +369.0% | +39.2% | +329.8% | +290.7% |
| 1Y | +256.4% | +60.3% | +196.1% | +172.7% |
| 3Y | +96.4% | +62.9% | +33.5% | +44.2% |
| All | +712.1% | +180.1% | +532.0% | +322.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling