+228.1%
AEHR vs TEVA
+93.8%
+134.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -0.7% | +13.8% | +13.4% |
| 7D | +6.7% | -0.2% | +7.0% | +6.9% |
| 30D | -12.7% | +4.7% | -17.4% | -13.9% |
| 3M | -26.0% | +5.6% | -31.6% | -27.4% |
| 6M | +102.2% | +10.5% | +91.7% | +87.1% |
| YTD | +327.2% | +16.5% | +310.7% | +288.4% |
| 1Y | +228.1% | +96.8% | +131.4% | +154.2% |
| All | +228.1% | +93.8% | +134.3% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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