+311.3%
ARM vs NTNX
+87.0%
+224.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.6% | +4.1% |
| 7D | +11.4% | +1.2% | +10.2% | +10.9% |
| 30D | -7.4% | +7.7% | -15.1% | -10.2% |
| 3M | -24.5% | +30.2% | -54.7% | -32.7% |
| 6M | +128.7% | +69.4% | +59.2% | +78.6% |
| YTD | +139.3% | +30.6% | +108.7% | +109.2% |
| 1Y | +88.0% | -10.0% | +98.0% | +96.3% |
| All | +311.3% | +87.0% | +224.3% | +140.4% |
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 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