+242.8%
QCOM vs AEHR
+1,846.7%
-1,604.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +5.5% | -8.5% | +14.0% | +6.5% |
| 30D | -1.1% | -29.6% | +28.5% | +2.2% |
| 3M | +7.6% | -43.9% | +51.5% | +13.1% |
| 6M | -20.1% | -38.7% | +18.7% | -18.4% |
| YTD | +3.0% | +195.0% | -192.0% | -13.6% |
| 1Y | +3.2% | +142.3% | -139.0% | -11.8% |
| 3Y | +48.9% | +143.1% | -94.3% | +16.6% |
| 5Y | +21.1% | +162.7% | -141.6% | -12.8% |
| 10Y | +242.8% | +1,940.1% | -1,697.3% | +99.7% |
| All | +242.8% | +1,846.7% | -1,604.0% | +99.7% |
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