+91.1%
AME vs NTNX
+54.0%
+37.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.2% |
| 7D | +1.7% | -3.1% | +4.9% | +2.1% |
| 30D | -6.4% | +2.0% | -8.4% | -6.7% |
| 3M | +7.1% | +34.0% | -26.9% | +3.7% |
| 6M | +8.2% | +72.4% | -64.2% | +1.3% |
| YTD | +18.2% | +27.5% | -9.4% | +14.5% |
| 1Y | +26.7% | -18.7% | +45.5% | +29.8% |
| 3Y | +60.7% | +80.8% | -20.1% | +45.2% |
| All | +91.1% | +54.0% | +37.1% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling