-25.9%
AFRM vs NTNX
+110.9%
-136.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.6% |
| 7D | -1.3% | -3.1% | +1.9% | +0.9% |
| 30D | -2.7% | +2.0% | -4.6% | -4.0% |
| 3M | +7.4% | +34.0% | -26.5% | -12.5% |
| 6M | +40.7% | +72.4% | -31.7% | -6.5% |
| YTD | -4.0% | +27.5% | -31.5% | -22.2% |
| 1Y | -12.2% | -18.7% | +6.5% | -3.8% |
| 3Y | +203.1% | +80.8% | +122.3% | +64.0% |
| 5Y | -42.2% | +54.5% | -96.7% | -65.1% |
| All | -25.9% | +110.9% | -136.8% | -63.1% |
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 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