-7.7%
AAL vs NTNX
+82.3%
-90.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | -0.9% | -3.1% | +2.2% | -0.3% |
| 30D | -12.9% | +2.0% | -14.8% | -13.3% |
| 3M | -11.2% | +34.0% | -45.2% | -16.5% |
| 6M | +17.8% | +72.4% | -54.5% | +3.5% |
| YTD | -15.1% | +27.5% | -42.7% | -20.2% |
| 1Y | +0.5% | -18.7% | +19.2% | +5.5% |
| 3Y | -7.7% | +80.8% | -88.4% | -25.6% |
| All | -7.7% | +82.3% | -90.0% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling