+10.2%
ORCL vs AEHR
+114.5%
-104.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.0% | -8.2% | -0.3% |
| 7D | -11.2% | -2.4% | -8.7% | -11.2% |
| 30D | -18.8% | -40.1% | +21.2% | -14.2% |
| 3M | -18.8% | -46.3% | +27.5% | -13.9% |
| 6M | -39.7% | -44.6% | +4.9% | -37.8% |
| YTD | -39.6% | +165.3% | -205.0% | -48.2% |
| 1Y | -51.7% | +126.1% | -177.9% | -58.0% |
| 3Y | +10.2% | +132.2% | -122.0% | -15.5% |
| All | +10.2% | +114.5% | -104.3% | -15.5% |
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