+452.0%
AJG vs NTNX
+148.8%
+303.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -8.3% | -3.1% | -5.1% | -8.0% |
| 30D | -5.7% | +2.0% | -7.6% | -5.9% |
| 3M | +9.1% | +34.0% | -24.9% | +6.0% |
| 6M | +15.2% | +72.4% | -57.2% | +9.1% |
| YTD | -6.3% | +27.5% | -33.8% | -9.0% |
| 1Y | -19.1% | -18.7% | -0.4% | -18.4% |
| 3Y | +8.2% | +80.8% | -72.5% | -0.7% |
| 5Y | +75.6% | +54.5% | +21.2% | +59.4% |
| All | +452.0% | +148.8% | +303.3% | +353.2% |
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