+369.5%
ALAB vs NTNX
+5.0%
+364.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | -6.2% | -3.1% | -3.0% | -4.8% |
| 30D | -8.7% | +2.0% | -10.6% | -9.4% |
| 3M | -20.7% | +34.0% | -54.7% | -31.2% |
| 6M | +133.5% | +72.4% | +61.1% | +71.2% |
| YTD | +75.1% | +27.5% | +47.5% | +50.6% |
| 1Y | +25.0% | -18.7% | +43.8% | +42.1% |
| All | +369.5% | +5.0% | +364.5% | +304.3% |
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