+542.0%
AEHR vs TEVA
+584.9%
-42.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +9.8% | +2.0% | +7.8% | +9.2% |
| 30D | -26.7% | +1.0% | -27.7% | -26.9% |
| 3M | -8.1% | +7.3% | -15.4% | -10.4% |
| 6M | +123.1% | +21.7% | +101.3% | +110.6% |
| YTD | +369.0% | +18.8% | +350.2% | +345.7% |
| 1Y | +256.4% | +86.5% | +169.9% | +201.2% |
| 3Y | +96.4% | +269.4% | -173.1% | +36.8% |
| 5Y | +836.6% | +303.6% | +533.0% | +528.5% |
| 10Y | +3,718.1% | -22.9% | +3,741.1% | +3,240.9% |
| All | +542.0% | +584.9% | -42.9% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling