+256.2%
AEHR vs UPST
-62.0%
+318.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.0% | +9.3% | +7.4% |
| 7D | +19.1% | -8.1% | +27.2% | +23.9% |
| 30D | -10.0% | -14.3% | +4.3% | -3.7% |
| 3M | +1.3% | -16.6% | +18.0% | +10.6% |
| 6M | +133.8% | -7.3% | +141.0% | +134.6% |
| YTD | +373.3% | -40.8% | +414.1% | +454.7% |
| 1Y | +256.2% | -62.4% | +318.6% | +413.5% |
| All | +256.2% | -62.0% | +318.2% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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