+282.5%
ACGL vs NTNX
+148.8%
+133.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -2.0% | -3.1% | +1.1% | -1.7% |
| 30D | -1.2% | +2.0% | -3.2% | -1.5% |
| 3M | +5.4% | +34.0% | -28.5% | +2.2% |
| 6M | +1.4% | +72.4% | -71.0% | -4.7% |
| YTD | +0.2% | +27.5% | -27.4% | -3.1% |
| 1Y | +4.1% | -18.7% | +22.9% | +5.3% |
| 3Y | +28.2% | +80.8% | -52.5% | +16.5% |
| 5Y | +159.5% | +54.5% | +105.0% | +133.5% |
| All | +282.5% | +148.8% | +133.7% | +206.1% |
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