-18.3%
AMRZ vs NTNX
-6.8%
-11.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -4.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.1% |
| 30D | -9.8% | +7.7% | -17.5% | -10.2% |
| 3M | -17.2% | +30.2% | -47.4% | -18.5% |
| 6M | -26.9% | +69.4% | -96.4% | -29.8% |
| YTD | -21.5% | +30.6% | -52.0% | -22.5% |
| 1Y | -22.9% | -10.0% | -12.9% | -18.7% |
| All | -18.3% | -6.8% | -11.6% | -13.3% |
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