+101.4%
APA vs NTNX
-15.3%
+116.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.4% |
| 7D | +4.6% | -3.1% | +7.7% | +4.7% |
| 30D | +11.9% | +2.0% | +9.9% | +11.8% |
| 3M | +22.5% | +34.0% | -11.5% | +21.1% |
| 6M | +37.5% | +72.4% | -34.8% | +34.6% |
| YTD | +87.2% | +27.5% | +59.6% | +82.6% |
| 1Y | +101.4% | -18.7% | +120.2% | +99.9% |
| All | +101.4% | -15.3% | +116.8% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling