+608.2%
OKTA vs AEHR
+2,081.8%
-1,473.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.8% |
| 7D | -2.4% | +9.8% | -12.2% | -3.3% |
| 30D | +13.0% | -26.7% | +39.8% | +15.7% |
| 3M | +41.7% | -8.1% | +49.8% | +39.1% |
| 6M | +105.9% | +123.1% | -17.1% | +78.8% |
| YTD | +92.6% | +369.0% | -276.4% | +50.8% |
| 1Y | +81.1% | +256.4% | -175.3% | +44.6% |
| 3Y | +84.8% | +96.4% | -11.5% | +44.3% |
| 5Y | -34.4% | +836.6% | -871.0% | -60.4% |
| All | +608.2% | +2,081.8% | -1,473.6% | +269.1% |
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