+378.5%
APP vs NTNX
+140.2%
+238.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.2% |
| 7D | +0.1% | +1.2% | -1.1% | -0.5% |
| 30D | -10.0% | +7.7% | -17.7% | -13.7% |
| 3M | -44.6% | +30.2% | -74.8% | -51.8% |
| 6M | -37.9% | +69.4% | -107.3% | -53.6% |
| YTD | -53.7% | +30.6% | -84.3% | -60.6% |
| 1Y | -43.0% | -10.0% | -33.0% | -42.1% |
| 3Y | +640.8% | +86.6% | +554.1% | +414.8% |
| 5Y | +358.8% | +57.1% | +301.7% | +201.7% |
| All | +378.5% | +140.2% | +238.4% | +189.8% |
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