+103.1%
DOCN vs AEHR
+2,152.2%
-2,049.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.7% | +2.5% | -2.7% |
| 7D | +19.1% | +6.4% | +12.7% | +17.4% |
| 30D | -21.0% | -20.3% | -0.7% | -17.4% |
| 3M | -34.7% | -53.8% | +19.0% | -23.8% |
| 6M | -45.8% | -44.8% | -1.0% | -41.1% |
| YTD | +79.4% | +182.2% | -102.8% | +34.4% |
| 1Y | +91.0% | +174.7% | -83.7% | +43.5% |
| 3Y | +237.5% | +143.5% | +93.9% | +123.7% |
| 5Y | -30.4% | +129.9% | -160.3% | -62.9% |
| All | +103.1% | +2,152.2% | -2,049.1% | -12.1% |
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