+216.8%
AMAT vs NTNX
+80.9%
+135.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.8% |
| 7D | +4.2% | -3.9% | +8.1% | +4.8% |
| 30D | -13.5% | +1.7% | -15.2% | -13.8% |
| 3M | -8.6% | +31.7% | -40.3% | -13.1% |
| 6M | +31.6% | +69.4% | -37.8% | +16.8% |
| YTD | +77.3% | +26.6% | +50.7% | +69.1% |
| 1Y | +179.4% | -15.2% | +194.6% | +200.2% |
| All | +216.8% | +80.9% | +135.9% | +136.8% |
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 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