+14.6%
AMCR vs NTNX
+148.8%
-134.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.6% |
| 7D | -6.3% | -3.1% | -3.1% | -6.0% |
| 30D | -7.8% | +2.0% | -9.8% | -8.0% |
| 3M | +7.5% | +34.0% | -26.4% | +4.9% |
| 6M | +2.7% | +72.4% | -69.7% | -2.3% |
| YTD | +6.0% | +27.5% | -21.5% | +3.3% |
| 1Y | +7.8% | -18.7% | +26.5% | +8.9% |
| 3Y | +5.8% | +80.8% | -75.0% | -2.5% |
| 5Y | -11.6% | +54.5% | -66.1% | -19.3% |
| All | +14.6% | +148.8% | -134.1% | -4.3% |
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