+154.2%
ALLE vs NTNX
+154.7%
-0.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | -7.6% | +7.7% | -15.3% | -8.5% |
| 3M | +22.8% | +30.2% | -7.4% | +19.0% |
| 6M | +4.6% | +69.4% | -64.8% | -2.2% |
| YTD | -1.2% | +30.6% | -31.8% | -5.0% |
| 1Y | -9.1% | -10.0% | +0.9% | -9.0% |
| 3Y | +50.0% | +86.6% | -36.7% | +33.7% |
| 5Y | +15.2% | +57.1% | -41.9% | +1.7% |
| All | +154.2% | +154.7% | -0.5% | +97.5% |
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