+310.4%
AFL vs NTNX
+155.4%
+155.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.2% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | -3.2% | +1.6% | -4.8% | -3.4% |
| 3M | -0.2% | +37.3% | -37.4% | -3.7% |
| 6M | +8.7% | +72.3% | -63.5% | +1.9% |
| YTD | +7.8% | +31.0% | -23.2% | +3.8% |
| 1Y | +9.5% | -14.6% | +24.0% | +10.2% |
| 3Y | +61.3% | +89.6% | -28.3% | +45.0% |
| 5Y | +141.3% | +62.2% | +79.1% | +114.7% |
| All | +310.4% | +155.4% | +155.0% | +218.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling