+101.5%
AKAM vs NTNX
+148.8%
-47.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +1.5% | -3.1% | +4.6% | +2.0% |
| 30D | -13.0% | +2.0% | -15.0% | -13.3% |
| 3M | -19.4% | +34.0% | -53.3% | -23.0% |
| 6M | +0.3% | +72.4% | -72.1% | -8.0% |
| YTD | +22.4% | +27.5% | -5.1% | +17.0% |
| 1Y | +34.8% | -18.7% | +53.6% | +37.2% |
| 3Y | +1.9% | +80.8% | -78.8% | -9.0% |
| 5Y | -4.6% | +54.5% | -59.1% | -16.0% |
| All | +101.5% | +148.8% | -47.2% | +59.7% |
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