+126.1%
AMDL vs NTNX
+4.3%
+121.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | +15.9% | -3.1% | +19.1% | +17.2% |
| 30D | +10.5% | +2.0% | +8.5% | +9.5% |
| 3M | -4.7% | +34.0% | -38.7% | -15.8% |
| 6M | +355.2% | +72.4% | +282.8% | +247.5% |
| YTD | +270.9% | +27.5% | +243.3% | +223.7% |
| 1Y | +499.5% | -18.7% | +518.2% | +587.2% |
| All | +126.1% | +4.3% | +121.7% | +83.5% |
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