+243.9%
APLD vs AEHR
+550.3%
-306.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -6.3% | -8.5% | +2.2% | -2.9% |
| 30D | -29.6% | -29.6% | +0.1% | -19.8% |
| 3M | -42.6% | -43.9% | +1.3% | -30.4% |
| 6M | -59.6% | -38.7% | -20.8% | -55.2% |
| YTD | -32.0% | +195.0% | -227.0% | -59.7% |
| 1Y | -46.9% | +142.3% | -189.2% | -66.2% |
| 3Y | +255.7% | +143.1% | +112.5% | +83.9% |
| All | +243.9% | +550.3% | -306.4% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 10y: compounded portfolio wealth divided by compounded AEHR 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…
10y analysis · Full analysis span regression · 6 months rolling