+16.9%
APA vs NTNX
+82.3%
-65.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.4% |
| 7D | +4.6% | -3.1% | +7.7% | +4.9% |
| 30D | +11.9% | +2.0% | +9.9% | +11.6% |
| 3M | +22.5% | +34.0% | -11.5% | +18.6% |
| 6M | +37.5% | +72.4% | -34.8% | +29.1% |
| YTD | +87.2% | +27.5% | +59.6% | +81.3% |
| 1Y | +101.4% | -18.7% | +120.2% | +106.2% |
| 3Y | +16.9% | +80.8% | -63.8% | +8.0% |
| All | +16.9% | +82.3% | -65.4% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling