+256.9%
WULF vs AEHR
+536.0%
-279.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -3.9% | -5.6% |
| 7D | -0.6% | +23.0% | -23.6% | -2.1% |
| 30D | -3.6% | -19.9% | +16.3% | -2.2% |
| 3M | -30.4% | +0.5% | -30.9% | -30.9% |
| 6M | +12.5% | +123.6% | -111.1% | +5.6% |
| YTD | +40.5% | +364.6% | -324.2% | +25.9% |
| 1Y | +53.0% | +255.3% | -202.4% | +38.8% |
| 3Y | +796.7% | +89.7% | +707.0% | +702.3% |
| 5Y | -30.9% | +827.9% | -858.8% | -41.6% |
| 10Y | +76.1% | +3,682.7% | -3,606.5% | +44.4% |
| All | +256.9% | +536.0% | -279.1% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling