+444.7%
APLD vs NTNX
+153.8%
+290.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | +0.2% | -3.1% | +3.3% | +1.1% |
| 30D | -15.2% | +2.0% | -17.1% | -15.7% |
| 3M | -36.3% | +34.0% | -70.2% | -41.6% |
| 6M | -7.4% | +72.4% | -79.7% | -23.0% |
| YTD | +7.7% | +27.5% | -19.8% | -1.9% |
| 1Y | +53.8% | -18.7% | +72.5% | +62.0% |
| 3Y | +407.1% | +80.8% | +326.4% | +306.5% |
| All | +444.7% | +153.8% | +290.9% | +222.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling