-10.1%
APA vs NTNX
+146.9%
-156.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | +0.8% | -3.9% | +4.7% | +1.6% |
| 30D | +9.6% | +1.7% | +7.9% | +9.1% |
| 3M | +18.0% | +31.7% | -13.7% | +10.9% |
| 6M | +41.9% | +69.4% | -27.5% | +25.3% |
| YTD | +86.3% | +26.6% | +59.8% | +74.2% |
| 1Y | +97.9% | -15.2% | +113.1% | +100.4% |
| 3Y | +12.8% | +80.9% | -68.1% | -8.0% |
| 5Y | +177.2% | +53.3% | +123.9% | +123.5% |
| All | -10.1% | +146.9% | -156.9% | -41.6% |
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