+96.4%
AEHR vs TEVA
+280.8%
-184.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.2% |
| 7D | +9.8% | +2.0% | +7.8% | +9.0% |
| 30D | -26.7% | +1.0% | -27.7% | -27.0% |
| 3M | -8.1% | +7.3% | -15.4% | -11.0% |
| 6M | +123.1% | +21.7% | +101.3% | +104.4% |
| YTD | +369.0% | +18.8% | +350.2% | +334.3% |
| 1Y | +256.4% | +86.5% | +169.9% | +181.4% |
| 3Y | +96.4% | +269.4% | -173.1% | +31.0% |
| All | +96.4% | +280.8% | -184.4% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling