+312.1%
ROST vs AEHR
+3,845.4%
-3,533.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.3% |
| 7D | +0.2% | +9.8% | -9.6% | -0.4% |
| 30D | -6.9% | -26.7% | +19.9% | -5.4% |
| 3M | -3.3% | -8.1% | +4.8% | -4.5% |
| 6M | +9.0% | +123.1% | -114.0% | +0.1% |
| YTD | +28.9% | +369.0% | -340.1% | +11.4% |
| 1Y | +54.0% | +256.4% | -202.4% | +34.5% |
| 3Y | +100.7% | +96.4% | +4.4% | +72.9% |
| 5Y | +116.0% | +836.6% | -720.6% | +57.5% |
| All | +312.1% | +3,845.4% | -3,533.3% | +146.2% |
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 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