+272.0%
ADP vs NTNX
+152.6%
+119.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -3.1% | +3.8% | -6.9% | -3.6% |
| 3M | +15.6% | +31.9% | -16.3% | +11.2% |
| 6M | +20.8% | +68.5% | -47.7% | +12.3% |
| YTD | +4.7% | +29.5% | -24.8% | +0.5% |
| 1Y | -8.3% | -11.6% | +3.3% | -8.0% |
| 3Y | +13.6% | +85.1% | -71.6% | +0.6% |
| 5Y | +45.0% | +54.8% | -9.8% | +27.3% |
| All | +272.0% | +152.6% | +119.4% | +188.9% |
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 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