-44.0%
ACHR vs NTNX
+106.1%
-150.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -2.3% | -3.1% | +0.9% | -1.2% |
| 30D | -11.3% | +2.0% | -13.3% | -11.8% |
| 3M | +5.3% | +34.0% | -28.7% | -5.0% |
| 6M | -13.2% | +72.4% | -85.6% | -29.0% |
| YTD | -25.8% | +27.5% | -53.3% | -33.0% |
| 1Y | -34.3% | -18.7% | -15.5% | -31.0% |
| 3Y | -19.9% | +80.8% | -100.7% | -40.6% |
| 5Y | -42.7% | +54.5% | -97.1% | -60.0% |
| All | -44.0% | +106.1% | -150.1% | -63.5% |
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