+61.4%
AMAT vs NTNX
-9.1%
+70.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.5% |
| 7D | -11.2% | -12.3% | +1.1% | -12.9% |
| 30D | -31.9% | -13.2% | -18.7% | -33.4% |
| 3M | -32.3% | +3.6% | -35.9% | -31.3% |
| 6M | -5.4% | +45.7% | -51.1% | +3.1% |
| YTD | +44.3% | +23.2% | +21.0% | +57.0% |
| 1Y | +61.4% | -9.1% | +70.5% | +75.8% |
| All | +61.4% | -9.1% | +70.5% | +75.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling