+9,745.2%
QCOM vs AEHR
+263.2%
+9,482.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.0% | -3.4% | +4.8% |
| 7D | +0.4% | -2.4% | +2.8% | +0.3% |
| 30D | -6.6% | -40.1% | +33.4% | -3.3% |
| 3M | +3.7% | -46.3% | +50.0% | +7.6% |
| 6M | -13.3% | -44.6% | +31.3% | -11.3% |
| YTD | -1.8% | +165.3% | -167.1% | -11.8% |
| 1Y | -2.5% | +126.1% | -128.6% | -11.6% |
| 3Y | +47.0% | +132.2% | -85.2% | +26.3% |
| 5Y | +13.1% | +108.3% | -95.2% | -6.2% |
| 10Y | +224.7% | +1,538.2% | -1,313.5% | +120.9% |
| All | +9,745.2% | +263.2% | +9,482.0% | +4,950.2% |
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