+316.4%
ARM vs NTNX
+82.7%
+233.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.9% |
| 7D | +5.0% | -3.1% | +8.2% | +6.4% |
| 30D | -2.6% | +2.0% | -4.6% | -3.4% |
| 3M | -22.6% | +34.0% | -56.6% | -32.0% |
| 6M | +120.5% | +72.4% | +48.1% | +70.6% |
| YTD | +142.2% | +27.5% | +114.7% | +113.8% |
| 1Y | +71.2% | -18.7% | +89.9% | +88.8% |
| All | +316.4% | +82.7% | +233.7% | +145.7% |
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