+159.8%
ACGL vs NTNX
+49.8%
+110.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -3.6% | -3.9% | +0.3% | -3.4% |
| 30D | -2.1% | +1.7% | -3.8% | -2.3% |
| 3M | +5.4% | +31.7% | -26.4% | +3.2% |
| 6M | 0.0% | +69.4% | -69.3% | -4.1% |
| YTD | +0.3% | +26.6% | -26.3% | -1.9% |
| 1Y | +6.2% | -15.2% | +21.4% | +6.9% |
| 3Y | +30.9% | +80.9% | -50.0% | +22.6% |
| 5Y | +159.8% | +53.3% | +106.5% | +142.9% |
| All | +159.8% | +49.8% | +110.0% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling