+537.8%
ASTS vs AEHR
+5,096.4%
-4,558.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +13.1% | -12.8% | -2.8% |
| 7D | +7.3% | +6.7% | +0.6% | +5.5% |
| 30D | -8.9% | -12.7% | +3.8% | -6.7% |
| 3M | -41.9% | -26.0% | -15.9% | -39.8% |
| 6M | -40.6% | +102.2% | -142.8% | -51.8% |
| YTD | -14.2% | +327.2% | -341.5% | -40.8% |
| 1Y | +48.9% | +228.1% | -179.3% | +8.0% |
| 3Y | +1,461.7% | +67.0% | +1,394.6% | +1,020.1% |
| 5Y | +404.1% | +928.1% | -524.0% | +173.7% |
| All | +537.8% | +5,096.4% | -4,558.6% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling