-55.4%
APP vs NTNX
-9.1%
-46.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.5% | +12.2% | +11.2% |
| 7D | +4.5% | -12.3% | +16.9% | +9.2% |
| 30D | -3.6% | -13.2% | +9.6% | +1.0% |
| 3M | -35.3% | +3.6% | -38.8% | -36.0% |
| 6M | -42.8% | +45.7% | -88.5% | -49.0% |
| YTD | -59.7% | +23.2% | -82.9% | -63.7% |
| 1Y | -55.4% | -9.1% | -46.3% | -59.5% |
| All | -55.4% | -9.1% | -46.3% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling