+1.9%
AKAM vs NTNX
+82.3%
-80.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +1.5% | -3.1% | +4.6% | +2.2% |
| 30D | -13.0% | +2.0% | -15.0% | -13.4% |
| 3M | -19.4% | +34.0% | -53.3% | -24.6% |
| 6M | +0.3% | +72.4% | -72.1% | -11.6% |
| YTD | +22.4% | +27.5% | -5.1% | +14.0% |
| 1Y | +34.8% | -18.7% | +53.6% | +36.9% |
| 3Y | +1.9% | +80.8% | -78.8% | -11.0% |
| All | +1.9% | +82.3% | -80.4% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling