+174.0%
ASTS vs AEHR
+107.1%
+66.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.0% | -1.9% | +4.0% |
| 7D | -21.1% | -2.4% | -18.7% | -21.1% |
| 30D | -46.7% | -40.1% | -6.6% | -37.5% |
| 3M | -52.0% | -46.3% | -5.7% | -43.2% |
| 6M | -54.3% | -44.6% | -9.6% | -48.8% |
| YTD | -55.5% | +165.3% | -220.8% | -71.5% |
| 1Y | -50.5% | +126.1% | -176.6% | -66.4% |
| 3Y | +706.2% | +132.2% | +574.0% | +352.9% |
| All | +174.0% | +107.1% | +66.9% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling