+1,267.2%
AMAT vs NTNX
+127.8%
+1,139.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +11.4% | +3.4% | +7.9% | +10.4% |
| 30D | -17.0% | -13.6% | -3.5% | -13.6% |
| 3M | -30.6% | -11.1% | -19.5% | -28.3% |
| 6M | -14.9% | +35.7% | -50.6% | -22.2% |
| YTD | +44.7% | +16.8% | +27.9% | +35.2% |
| 1Y | +66.9% | -9.1% | +76.0% | +65.8% |
| 3Y | +153.3% | +55.8% | +97.5% | +109.0% |
| 5Y | +146.2% | +73.4% | +72.9% | +87.5% |
| 10Y | +1,330.3% | +113.6% | +1,216.7% | +821.2% |
| All | +1,267.2% | +127.8% | +1,139.4% | +782.4% |
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