+459.6%
APLD vs AEHR
+943.2%
-483.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.3% | -9.4% | -6.1% |
| 7D | +9.0% | +19.1% | -10.1% | +1.7% |
| 30D | -6.6% | -10.0% | +3.4% | -4.4% |
| 3M | -35.2% | +1.3% | -36.6% | -39.0% |
| 6M | +0.4% | +133.8% | -133.4% | -33.4% |
| YTD | +10.7% | +373.3% | -362.6% | -44.7% |
| 1Y | +78.6% | +256.2% | -177.6% | -2.6% |
| 3Y | +423.9% | +93.2% | +330.7% | +192.4% |
| All | +459.6% | +943.2% | -483.6% | -23.1% |
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