+2,664.3%
TSLA vs AEHR
+3,845.4%
-1,181.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +3.2% | +9.8% | -6.6% | +1.7% |
| 30D | +11.6% | -26.7% | +38.3% | +15.8% |
| 3M | -8.4% | -8.1% | -0.4% | -10.5% |
| 6M | -10.4% | +123.1% | -133.5% | -26.0% |
| YTD | -18.7% | +369.0% | -387.7% | -41.7% |
| 1Y | -0.9% | +256.4% | -257.3% | -26.7% |
| 3Y | +33.6% | +96.4% | -62.8% | -3.7% |
| 5Y | +48.9% | +836.6% | -787.7% | -17.1% |
| All | +2,664.3% | +3,845.4% | -1,181.1% | +1,056.1% |
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