+394.8%
APLD vs NTNX
+80.9%
+313.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -4.4% |
| 7D | -0.5% | -3.9% | +3.4% | +0.5% |
| 30D | -13.2% | +1.7% | -14.9% | -13.6% |
| 3M | -33.8% | +31.7% | -65.5% | -38.7% |
| 6M | -5.9% | +69.4% | -75.3% | -21.2% |
| YTD | +5.1% | +26.6% | -21.4% | -2.8% |
| 1Y | +51.8% | -15.2% | +67.0% | +63.5% |
| All | +394.8% | +80.9% | +313.9% | +231.2% |
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