+167.6%
SYK vs AEHR
+3,808.7%
-3,641.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.9% |
| 7D | -12.3% | +23.0% | -35.3% | -13.1% |
| 30D | -22.4% | -19.9% | -2.5% | -22.0% |
| 3M | -12.3% | +0.5% | -12.9% | -13.4% |
| 6M | -24.3% | +123.6% | -147.9% | -29.0% |
| YTD | -22.8% | +364.6% | -387.4% | -30.6% |
| 1Y | -28.8% | +255.3% | -284.1% | -35.6% |
| 3Y | -4.0% | +89.7% | -93.7% | -13.9% |
| 5Y | +3.8% | +827.9% | -824.0% | -18.9% |
| All | +167.6% | +3,808.7% | -3,641.2% | +73.8% |
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