+282.6%
ACGL vs NTNX
+152.6%
+130.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.1% | +0.1% | -2.3% | -2.1% |
| 30D | -2.2% | +3.8% | -6.0% | -2.6% |
| 3M | +6.3% | +31.9% | -25.6% | +3.2% |
| 6M | +0.5% | +68.5% | -68.0% | -5.3% |
| YTD | +0.2% | +29.5% | -29.3% | -3.2% |
| 1Y | +7.3% | -11.6% | +18.9% | +7.5% |
| 3Y | +30.8% | +85.1% | -54.3% | +18.6% |
| 5Y | +155.8% | +54.8% | +101.0% | +130.2% |
| All | +282.6% | +152.6% | +130.0% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling