+153.3%
AMAT vs NTNX
+55.6%
+97.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +11.4% | +3.4% | +7.9% | +10.7% |
| 30D | -17.0% | -13.6% | -3.5% | -14.7% |
| 3M | -30.6% | -11.1% | -19.5% | -28.9% |
| 6M | -14.9% | +35.7% | -50.6% | -19.6% |
| YTD | +44.7% | +16.8% | +27.9% | +41.0% |
| 1Y | +66.9% | -9.1% | +76.0% | +74.3% |
| 3Y | +153.3% | +55.8% | +97.5% | +97.5% |
| All | +153.3% | +55.6% | +97.7% | +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 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