+34.4%
TSLA vs AEHR
+89.8%
-55.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.3% | -1.1% |
| 7D | +3.0% | +19.1% | -16.1% | -0.6% |
| 30D | +11.2% | -10.0% | +21.2% | +11.5% |
| 3M | -7.3% | +1.3% | -8.6% | -11.7% |
| 6M | -7.7% | +133.8% | -141.5% | -28.9% |
| YTD | -18.2% | +373.3% | -391.5% | -47.9% |
| 1Y | +6.0% | +256.2% | -250.2% | -29.4% |
| All | +34.4% | +89.8% | -55.3% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling