+917.8%
AEHR vs UPST
-90.2%
+1,008.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.1% | +6.4% |
| 7D | +18.5% | -1.5% | +20.0% | +18.9% |
| 30D | -11.9% | -13.2% | +1.3% | -8.8% |
| 3M | -5.0% | -13.0% | +8.0% | -1.1% |
| 6M | +155.0% | -2.9% | +157.8% | +157.0% |
| YTD | +349.7% | -38.3% | +388.0% | +408.5% |
| 1Y | +260.4% | -60.5% | +320.9% | +359.9% |
| 3Y | +83.6% | -11.7% | +95.3% | +60.2% |
| 5Y | +917.8% | -90.2% | +1,008.0% | +1,453.1% |
| All | +917.8% | -90.2% | +1,008.0% | +1,453.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling