+1,578.0%
AMAT vs NTNX
+156.8%
+1,421.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -1.6% | +0.1% | -1.1% |
| 30D | -14.8% | +11.6% | -26.4% | -17.3% |
| 3M | -9.3% | +23.8% | -33.1% | -14.8% |
| 6M | +27.4% | +68.8% | -41.4% | +8.4% |
| YTD | +77.6% | +31.7% | +45.9% | +60.3% |
| 1Y | +188.9% | -0.9% | +189.8% | +179.3% |
| 3Y | +202.3% | +95.0% | +107.3% | +133.8% |
| 5Y | +248.9% | +57.4% | +191.5% | +171.7% |
| All | +1,578.0% | +156.8% | +1,421.1% | +946.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling