+2,066.9%
AEHR vs TECK
+2,212.2%
-145.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.5% | +5.9% |
| 7D | +19.1% | +4.9% | +14.2% | +17.5% |
| 30D | -10.0% | +5.2% | -15.2% | -11.3% |
| 3M | +1.3% | +13.8% | -12.5% | -1.6% |
| 6M | +133.8% | +38.5% | +95.3% | +119.6% |
| YTD | +373.3% | +47.3% | +326.0% | +339.7% |
| 1Y | +256.2% | +81.0% | +175.2% | +215.8% |
| 3Y | +93.2% | +79.9% | +13.4% | +72.3% |
| 5Y | +793.1% | +207.9% | +585.2% | +611.7% |
| 10Y | +3,753.2% | +389.5% | +3,363.7% | +2,407.8% |
| All | +2,066.9% | +2,212.2% | -145.3% | +632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling