+194.3%
AEHR vs UPST
-50.9%
+245.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.9% | -0.3% | -3.8% |
| 7D | +24.2% | -13.5% | +37.7% | +33.1% |
| 30D | -21.2% | -19.6% | -1.6% | -12.3% |
| 3M | -52.8% | -34.2% | -18.6% | -42.9% |
| 6M | -36.9% | -31.2% | -5.7% | -25.2% |
| YTD | +202.3% | -56.2% | +258.5% | +272.7% |
| All | +194.3% | -50.9% | +245.2% | +239.2% |
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