+3,893.5%
AEHR vs UPST
+7.9%
+3,885.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -1.6% | +14.7% | +13.5% |
| 7D | +6.7% | -3.5% | +10.3% | +7.6% |
| 30D | -12.7% | -7.1% | -5.6% | -11.6% |
| 3M | -26.0% | -13.1% | -12.9% | -23.4% |
| 6M | +102.2% | -1.1% | +103.3% | +103.1% |
| YTD | +327.2% | -35.9% | +363.1% | +367.5% |
| 1Y | +228.1% | -57.4% | +285.5% | +291.7% |
| 3Y | +67.0% | -14.9% | +81.9% | +55.2% |
| 5Y | +928.1% | -88.7% | +1,016.8% | +965.6% |
| All | +3,893.5% | +7.9% | +3,885.6% | +3,498.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling