+374.7%
ISRG vs AEHR
+3,808.7%
-3,434.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.9% | +2.2% |
| 7D | -2.5% | +23.0% | -25.5% | -3.9% |
| 30D | -10.2% | -19.9% | +9.8% | -9.3% |
| 3M | -12.5% | +0.5% | -13.0% | -14.1% |
| 6M | -25.8% | +123.6% | -149.4% | -32.4% |
| YTD | -36.4% | +364.6% | -401.0% | -45.7% |
| 1Y | -19.9% | +255.3% | -275.2% | -30.9% |
| 3Y | +20.9% | +89.7% | -68.8% | +2.6% |
| 5Y | +5.7% | +827.9% | -822.2% | -24.3% |
| All | +374.7% | +3,808.7% | -3,434.0% | +182.4% |
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