-63.1%
AAL vs NTNX
+148.8%
-211.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | -0.9% | -3.1% | +2.2% | -0.2% |
| 30D | -12.9% | +2.0% | -14.8% | -13.3% |
| 3M | -11.2% | +34.0% | -45.2% | -17.3% |
| 6M | +17.8% | +72.4% | -54.5% | +1.9% |
| YTD | -15.1% | +27.5% | -42.7% | -21.3% |
| 1Y | +0.5% | -18.7% | +19.2% | +3.2% |
| 3Y | -7.7% | +80.8% | -88.4% | -24.7% |
| 5Y | -31.3% | +54.5% | -85.8% | -44.9% |
| All | -63.1% | +148.8% | -211.9% | -75.6% |
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