+361.0%
ORLY vs AEHR
+3,845.4%
-3,484.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -2.4% | +9.8% | -12.1% | -2.6% |
| 30D | -6.8% | -26.7% | +20.0% | -6.3% |
| 3M | -4.8% | -8.1% | +3.3% | -5.1% |
| 6M | -9.1% | +123.1% | -132.1% | -12.0% |
| YTD | -5.9% | +369.0% | -374.9% | -11.0% |
| 1Y | -20.4% | +256.4% | -276.8% | -24.5% |
| 3Y | +36.6% | +96.4% | -59.8% | +29.4% |
| 5Y | +117.3% | +836.6% | -719.3% | +88.2% |
| All | +361.0% | +3,845.4% | -3,484.4% | +241.8% |
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