+37.8%
SWKS vs AEHR
+1,919.3%
-1,881.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -3.1% | -8.5% | +5.4% | -2.4% |
| 30D | +8.3% | -29.6% | +37.9% | +11.9% |
| 3M | +20.2% | -43.9% | +64.1% | +26.6% |
| 6M | +24.9% | -38.7% | +63.7% | +26.8% |
| YTD | +33.2% | +195.0% | -161.9% | +7.1% |
| 1Y | +23.6% | +142.3% | -118.7% | +1.6% |
| 3Y | +1.3% | +143.1% | -141.9% | -24.7% |
| 5Y | -40.6% | +162.7% | -203.2% | -59.8% |
| All | +37.8% | +1,919.3% | -1,881.5% | -32.5% |
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