+277.6%
ASTS vs AEHR
+3,503.0%
-3,225.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +11.6% | +2.5% | +11.3% |
| 7D | +1.5% | +16.2% | -14.7% | -2.4% |
| 30D | -27.6% | -29.3% | +1.7% | -21.9% |
| 3M | -48.7% | -42.0% | -6.7% | -43.0% |
| 6M | -50.8% | -38.5% | -12.4% | -47.5% |
| YTD | -49.2% | +196.2% | -245.4% | -62.3% |
| 1Y | -46.7% | +144.3% | -191.0% | -58.7% |
| 3Y | +793.2% | +158.0% | +635.2% | +516.8% |
| 5Y | +195.6% | +144.4% | +51.2% | +84.4% |
| All | +277.6% | +3,503.0% | -3,225.4% | +92.7% |
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