-74.1%
MARA vs AEHR
+3,845.4%
-3,919.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.6% |
| 7D | +5.9% | +9.8% | -3.8% | +3.6% |
| 30D | +24.3% | -26.7% | +51.0% | +32.5% |
| 3M | -12.0% | -8.1% | -3.9% | -14.2% |
| 6M | +40.1% | +123.1% | -82.9% | +6.1% |
| YTD | +33.4% | +369.0% | -335.6% | -17.0% |
| 1Y | -23.7% | +256.4% | -280.1% | -49.8% |
| 3Y | +19.0% | +96.4% | -77.4% | -23.0% |
| 5Y | -66.5% | +836.6% | -903.1% | -84.5% |
| All | -74.1% | +3,845.4% | -3,919.5% | -91.3% |
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