+4,407.5%
AEHR vs ZCMD
-100.0%
+4,507.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.0% | +1.2% | +5.1% |
| 7D | +19.1% | -4.1% | +23.2% | +19.2% |
| 30D | -10.0% | -22.7% | +12.7% | -9.4% |
| 3M | +1.3% | -62.5% | +63.8% | -0.7% |
| 6M | +133.8% | -99.5% | +233.2% | +168.9% |
| YTD | +373.3% | -99.7% | +473.0% | +464.9% |
| 1Y | +256.2% | -99.9% | +356.1% | +343.0% |
| 3Y | +93.2% | -100.0% | +193.2% | +171.8% |
| 5Y | +793.1% | -100.0% | +893.1% | +1,169.3% |
| All | +4,407.5% | -100.0% | +4,507.5% | +7,223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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