+60.7%
BMY vs AEHR
+3,845.4%
-3,784.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -4.8% | +9.8% | -14.5% | -4.9% |
| 30D | -0.1% | -26.7% | +26.6% | +0.3% |
| 3M | +13.1% | -8.1% | +21.2% | +12.7% |
| 6M | +8.4% | +123.1% | -114.7% | +5.9% |
| YTD | +22.0% | +369.0% | -347.0% | +17.2% |
| 1Y | +40.3% | +256.4% | -216.1% | +35.2% |
| 3Y | +20.5% | +96.4% | -75.8% | +15.5% |
| 5Y | +23.7% | +836.6% | -812.9% | +13.1% |
| All | +60.7% | +3,845.4% | -3,784.7% | +35.7% |
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