+131.0%
AMDL vs NTNX
+5.9%
+125.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.9% | +6.3% |
| 7D | +29.0% | +0.1% | +28.8% | +28.8% |
| 30D | +19.1% | +3.8% | +15.2% | +17.2% |
| 3M | +1.8% | +31.9% | -30.1% | -9.4% |
| 6M | +374.4% | +68.5% | +305.9% | +266.8% |
| YTD | +278.9% | +29.5% | +249.4% | +228.8% |
| 1Y | +510.6% | -11.6% | +522.2% | +559.6% |
| All | +131.0% | +5.9% | +125.0% | +86.3% |
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