+1,660.3%
PLTR vs AEHR
+6,615.6%
-4,955.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -4.1% | +9.8% | -13.8% | -5.4% |
| 30D | -2.2% | -26.7% | +24.5% | +1.2% |
| 3M | +27.6% | -8.1% | +35.7% | +24.3% |
| 6M | +10.3% | +123.1% | -112.8% | -11.1% |
| YTD | -5.9% | +369.0% | -374.9% | -34.9% |
| 1Y | +1.7% | +256.4% | -254.6% | -27.3% |
| 3Y | +959.1% | +96.4% | +862.7% | +638.3% |
| 5Y | +536.3% | +836.6% | -300.3% | +231.8% |
| All | +1,660.3% | +6,615.6% | -4,955.3% | +524.3% |
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