+459.6%
APLD vs NTNX
+157.8%
+301.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.9% |
| 7D | +9.0% | +0.1% | +8.8% | +8.9% |
| 30D | -6.6% | +3.8% | -10.5% | -7.6% |
| 3M | -35.2% | +31.9% | -67.2% | -40.4% |
| 6M | +0.4% | +68.5% | -68.1% | -15.9% |
| YTD | +10.7% | +29.5% | -18.8% | +0.3% |
| 1Y | +78.6% | -11.6% | +90.2% | +82.6% |
| 3Y | +423.9% | +85.1% | +338.8% | +317.0% |
| All | +459.6% | +157.8% | +301.8% | +229.9% |
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