+304.4%
AFL vs NTNX
+148.8%
+155.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.6% | -3.1% | +1.5% | -1.3% |
| 30D | -4.0% | +2.0% | -6.0% | -4.3% |
| 3M | -0.5% | +34.0% | -34.5% | -3.8% |
| 6M | +6.5% | +72.4% | -65.9% | -0.2% |
| YTD | +6.2% | +27.5% | -21.4% | +2.5% |
| 1Y | +8.3% | -18.7% | +27.0% | +9.6% |
| 3Y | +62.5% | +80.8% | -18.2% | +46.8% |
| 5Y | +136.2% | +54.5% | +81.7% | +111.3% |
| All | +304.4% | +148.8% | +155.6% | +214.8% |
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