+343.0%
AEM vs NTNX
+148.8%
+194.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -2.1% | -3.1% | +1.0% | -2.0% |
| 30D | +8.4% | +2.0% | +6.5% | +8.3% |
| 3M | +27.3% | +34.0% | -6.7% | +25.5% |
| 6M | -9.7% | +72.4% | -82.0% | -12.2% |
| YTD | +19.0% | +27.5% | -8.6% | +17.3% |
| 1Y | +31.5% | -18.7% | +50.2% | +32.4% |
| 3Y | +338.7% | +80.8% | +257.9% | +319.6% |
| 5Y | +307.4% | +54.5% | +252.9% | +287.5% |
| All | +343.0% | +148.8% | +194.2% | +300.1% |
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