+214.2%
ARM vs AEHR
+29.2%
+184.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.2% | +5.4% | +0.4% |
| 7D | +19.8% | +24.2% | -4.3% | +12.6% |
| 30D | -21.8% | -21.2% | -0.5% | -17.1% |
| 3M | -26.5% | -52.8% | +26.3% | -11.3% |
| 6M | -3.9% | -36.9% | +33.0% | +3.4% |
| YTD | +82.8% | +202.3% | -119.6% | +25.3% |
| 1Y | +34.3% | +162.9% | -128.6% | -4.9% |
| 3Y | +282.2% | +149.1% | +133.1% | +121.7% |
| All | +214.2% | +29.2% | +184.9% | +98.7% |
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