+2,849.8%
AEHR vs NTNX
+148.8%
+2,701.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | +9.8% | -3.1% | +12.9% | +10.4% |
| 30D | -26.7% | +2.0% | -28.7% | -27.1% |
| 3M | -8.1% | +34.0% | -42.1% | -13.7% |
| 6M | +123.1% | +72.4% | +50.7% | +96.8% |
| YTD | +369.0% | +27.5% | +341.5% | +337.6% |
| 1Y | +256.4% | -18.7% | +275.1% | +263.9% |
| 3Y | +96.4% | +80.8% | +15.6% | +64.3% |
| 5Y | +836.6% | +54.5% | +782.1% | +665.2% |
| All | +2,849.8% | +148.8% | +2,701.1% | +2,014.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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