+625.8%
NTAP vs AEHR
+3,845.4%
-3,219.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +8.5% |
| 7D | +7.4% | +9.8% | -2.4% | +6.5% |
| 30D | -1.4% | -26.7% | +25.4% | +0.7% |
| 3M | +24.6% | -8.1% | +32.7% | +23.0% |
| 6M | +105.9% | +123.1% | -17.2% | +85.2% |
| YTD | +88.5% | +369.0% | -280.5% | +57.0% |
| 1Y | +62.1% | +256.4% | -194.3% | +37.0% |
| 3Y | +169.1% | +96.4% | +72.7% | +122.2% |
| 5Y | +141.9% | +836.6% | -694.7% | +68.5% |
| All | +625.8% | +3,845.4% | -3,219.6% | +332.9% |
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 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