+169.8%
AMAT vs NTNX
-15.3%
+185.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.7% |
| 7D | +0.4% | -3.1% | +3.5% | -0.1% |
| 30D | -16.6% | +2.0% | -18.6% | -16.2% |
| 3M | -17.3% | +34.0% | -51.3% | -12.7% |
| 6M | +30.3% | +72.4% | -42.1% | +40.7% |
| YTD | +78.3% | +27.5% | +50.7% | +94.1% |
| 1Y | +169.8% | -18.7% | +188.5% | +254.8% |
| All | +169.8% | -15.3% | +185.1% | +254.8% |
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