+1,584.5%
AMAT vs NTNX
+148.8%
+1,435.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.4% |
| 7D | +0.4% | -3.1% | +3.5% | +1.2% |
| 30D | -16.6% | +2.0% | -18.6% | -17.2% |
| 3M | -17.3% | +34.0% | -51.3% | -23.9% |
| 6M | +30.3% | +72.4% | -42.1% | +10.2% |
| YTD | +78.3% | +27.5% | +50.7% | +62.2% |
| 1Y | +169.8% | -18.7% | +188.5% | +175.9% |
| 3Y | +218.5% | +80.8% | +137.8% | +151.5% |
| 5Y | +247.7% | +54.5% | +193.2% | +172.0% |
| All | +1,584.5% | +148.8% | +1,435.8% | +959.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling