+276.8%
QCOM vs AEHR
+3,698.7%
-3,422.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.3% | -2.1% | +2.6% |
| 7D | +5.1% | +18.5% | -13.5% | +2.9% |
| 30D | +4.3% | -11.9% | +16.2% | +5.0% |
| 3M | -19.6% | -5.0% | -14.6% | -21.0% |
| 6M | +29.5% | +155.0% | -125.5% | +13.0% |
| YTD | +3.4% | +349.7% | -346.3% | -16.4% |
| 1Y | +10.9% | +260.4% | -249.5% | -9.2% |
| 3Y | +74.8% | +83.6% | -8.8% | +40.7% |
| 5Y | +36.2% | +917.8% | -881.6% | -9.8% |
| All | +276.8% | +3,698.7% | -3,422.0% | +113.3% |
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