+1,032.3%
APH vs NTNX
+148.8%
+883.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.5% |
| 7D | +1.4% | -3.1% | +4.5% | +1.9% |
| 30D | -1.2% | +2.0% | -3.2% | -1.7% |
| 3M | +10.3% | +34.0% | -23.7% | +4.9% |
| 6M | +25.2% | +72.4% | -47.2% | +13.5% |
| YTD | +24.6% | +27.5% | -2.9% | +18.0% |
| 1Y | +41.4% | -18.7% | +60.2% | +43.9% |
| 3Y | +297.8% | +80.8% | +217.1% | +248.5% |
| 5Y | +366.0% | +54.5% | +311.5% | +302.5% |
| All | +1,032.3% | +148.8% | +883.5% | +746.6% |
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 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