+72.4%
IBM vs AEHR
+82.4%
-10.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.4% | -1.2% |
| 7D | +0.3% | +18.5% | -18.2% | +0.1% |
| 30D | -1.5% | -11.9% | +10.4% | -1.5% |
| 3M | -16.8% | -5.0% | -11.7% | -16.9% |
| 6M | -9.0% | +155.0% | -164.0% | -12.4% |
| YTD | -20.1% | +349.7% | -369.7% | -24.8% |
| 1Y | -7.0% | +260.4% | -267.4% | -12.2% |
| 3Y | +72.4% | +83.6% | -11.2% | +57.2% |
| All | +72.4% | +82.4% | -10.0% | +57.2% |
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