-25.2%
AFRM vs NTNX
+116.0%
-141.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | +0.2% |
| 7D | +3.1% | +1.2% | +1.9% | +2.2% |
| 30D | -4.2% | +7.7% | -11.9% | -9.0% |
| 3M | +10.1% | +30.2% | -20.1% | -8.6% |
| 6M | +39.4% | +69.4% | -30.0% | -6.2% |
| YTD | -3.2% | +30.6% | -33.7% | -22.8% |
| 1Y | -16.1% | -10.0% | -6.1% | -15.0% |
| 3Y | +220.8% | +86.6% | +134.1% | +69.7% |
| 5Y | -17.7% | +57.1% | -74.8% | -51.0% |
| All | -25.2% | +116.0% | -141.2% | -63.4% |
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