+2,072.5%
FTNT vs AEHR
+3,845.4%
-1,772.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -0.1% | +9.8% | -9.9% | -0.9% |
| 30D | -3.0% | -26.7% | +23.8% | -1.1% |
| 3M | +7.6% | -8.1% | +15.7% | +6.2% |
| 6M | +87.0% | +123.1% | -36.1% | +68.6% |
| YTD | +96.5% | +369.0% | -272.5% | +64.4% |
| 1Y | +92.9% | +256.4% | -163.4% | +63.7% |
| 3Y | +139.8% | +96.4% | +43.5% | +99.9% |
| 5Y | +151.3% | +836.6% | -685.3% | +73.4% |
| All | +2,072.5% | +3,845.4% | -1,772.9% | +1,146.6% |
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 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