+69.6%
OTIS vs AEHR
+8,509.0%
-8,439.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.3% | -1.2% |
| 7D | -2.2% | +19.1% | -21.3% | -2.6% |
| 30D | -4.3% | -10.0% | +5.7% | -4.2% |
| 3M | -2.2% | +1.3% | -3.5% | -2.9% |
| 6M | -19.9% | +133.8% | -153.7% | -23.1% |
| YTD | -19.3% | +373.3% | -392.6% | -24.7% |
| 1Y | -19.6% | +256.2% | -275.7% | -24.4% |
| 3Y | -11.5% | +93.2% | -104.8% | -17.6% |
| 5Y | -16.8% | +793.1% | -809.9% | -26.7% |
| All | +69.6% | +8,509.0% | -8,439.4% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling