+396.9%
APP vs NTNX
+134.6%
+262.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.6% |
| 7D | +1.1% | -3.1% | +4.2% | +2.7% |
| 30D | +6.6% | +2.0% | +4.7% | +5.3% |
| 3M | -32.3% | +34.0% | -66.3% | -42.0% |
| 6M | -29.8% | +72.4% | -102.2% | -48.1% |
| YTD | -51.9% | +27.5% | -79.5% | -58.6% |
| 1Y | -43.3% | -18.7% | -24.6% | -39.1% |
| 3Y | +664.1% | +80.8% | +583.3% | +439.4% |
| 5Y | +318.7% | +54.5% | +264.2% | +178.3% |
| All | +396.9% | +134.6% | +262.3% | +204.4% |
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