+54.1%
ZM vs AEHR
+5,536.3%
-5,482.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -5.7% | +9.8% | -15.5% | -6.2% |
| 30D | -9.1% | -26.7% | +17.6% | -7.8% |
| 3M | +3.5% | -8.1% | +11.6% | +2.5% |
| 6M | +25.7% | +123.1% | -97.4% | +16.1% |
| YTD | +10.8% | +369.0% | -358.2% | -3.6% |
| 1Y | +12.8% | +256.4% | -243.6% | -0.8% |
| 3Y | +33.1% | +96.4% | -63.2% | +15.5% |
| 5Y | -68.3% | +836.6% | -904.9% | -75.0% |
| All | +54.1% | +5,536.3% | -5,482.2% | +41.3% |
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