-19.0%
DXCM vs AEHR
+82.4%
-101.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.3% | -9.1% | -4.0% |
| 7D | -6.2% | +18.5% | -24.8% | -6.8% |
| 30D | -0.3% | -11.9% | +11.7% | -0.1% |
| 3M | +10.3% | -5.0% | +15.3% | +9.6% |
| 6M | +24.1% | +155.0% | -130.8% | +15.1% |
| YTD | +27.4% | +349.7% | -322.3% | +14.3% |
| 1Y | +8.4% | +260.4% | -252.0% | -2.4% |
| 3Y | -19.0% | +83.6% | -102.6% | -27.7% |
| All | -19.0% | +82.4% | -101.4% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling