+132.2%
AEHR vs UPST
-29.4%
+161.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +9.3% |
| 7D | -2.4% | -4.9% | +2.5% | -0.8% |
| 30D | -40.1% | -8.9% | -31.2% | -38.2% |
| 3M | -46.3% | -26.3% | -20.0% | -41.5% |
| 6M | -44.6% | -23.7% | -20.9% | -39.9% |
| YTD | +165.3% | -49.9% | +215.3% | +219.3% |
| 1Y | +126.1% | -42.0% | +168.1% | +160.9% |
| 3Y | +132.2% | -25.3% | +157.5% | +139.7% |
| All | +132.2% | -29.4% | +161.6% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling