+176.7%
ADM vs NTNX
+146.9%
+29.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +3.0% | -3.9% | +6.9% | +3.3% |
| 30D | +8.7% | +1.7% | +7.0% | +8.5% |
| 3M | +7.6% | +31.7% | -24.1% | +5.5% |
| 6M | +26.9% | +69.4% | -42.5% | +22.0% |
| YTD | +54.3% | +26.6% | +27.7% | +51.0% |
| 1Y | +45.7% | -15.2% | +60.9% | +46.3% |
| 3Y | +21.9% | +80.9% | -59.0% | +13.1% |
| 5Y | +67.2% | +53.3% | +13.8% | +54.5% |
| All | +176.7% | +146.9% | +29.9% | +138.7% |
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