+576.8%
ASTS vs AEHR
+5,369.3%
-4,792.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.3% | +0.9% | +4.9% |
| 7D | +18.5% | +18.5% | 0.0% | +13.7% |
| 30D | -8.1% | -11.9% | +3.8% | -6.1% |
| 3M | -28.2% | -5.0% | -23.2% | -29.7% |
| 6M | -26.1% | +155.0% | -181.1% | -43.0% |
| YTD | -9.0% | +349.7% | -358.6% | -37.9% |
| 1Y | +62.2% | +260.4% | -198.2% | +15.3% |
| 3Y | +1,621.9% | +83.6% | +1,538.3% | +1,112.9% |
| 5Y | +457.0% | +917.8% | -460.8% | +200.1% |
| All | +576.8% | +5,369.3% | -4,792.5% | +217.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling