+4.1%
DASH vs AEHR
+4,283.5%
-4,279.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.8% | -2.3% |
| 7D | -12.8% | +19.1% | -31.9% | -15.1% |
| 30D | -6.0% | -10.0% | +4.0% | -5.8% |
| 3M | +26.7% | +1.3% | +25.4% | +21.2% |
| 6M | +11.7% | +133.8% | -122.1% | -9.9% |
| YTD | -12.9% | +373.3% | -386.2% | -39.2% |
| 1Y | -23.1% | +256.2% | -279.3% | -44.6% |
| 3Y | +140.0% | +93.2% | +46.8% | +70.7% |
| 5Y | -5.1% | +793.1% | -798.1% | -55.1% |
| All | +4.1% | +4,283.5% | -4,279.4% | -63.0% |
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