+109.2%
AA vs NTNX
+148.8%
-39.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | -3.4% | -3.1% | -0.3% | -2.6% |
| 30D | -5.8% | +2.0% | -7.7% | -6.4% |
| 3M | -29.9% | +34.0% | -63.9% | -35.1% |
| 6M | -27.0% | +72.4% | -99.4% | -37.2% |
| YTD | -8.7% | +27.5% | -36.2% | -15.8% |
| 1Y | +50.6% | -18.7% | +69.4% | +54.8% |
| 3Y | +74.1% | +80.8% | -6.7% | +40.7% |
| 5Y | +2.6% | +54.5% | -51.9% | -18.0% |
| All | +109.2% | +148.8% | -39.5% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling