-99.8%
AMIX vs NTNX
+18.4%
-118.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.8% | -4.2% |
| 7D | -6.3% | -3.9% | -2.4% | -6.5% |
| 30D | -51.9% | +1.7% | -53.6% | -51.8% |
| 3M | -44.9% | +31.7% | -76.6% | -43.5% |
| 6M | -47.9% | +69.4% | -117.3% | -45.5% |
| YTD | -62.0% | +26.6% | -88.6% | -61.6% |
| 1Y | -82.0% | -15.2% | -66.8% | -82.4% |
| All | -99.8% | +18.4% | -118.2% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling