+133.3%
ARMK vs NTNX
+152.6%
-19.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +2.4% | +3.8% | -1.5% | +1.6% |
| 3M | +6.1% | +31.9% | -25.9% | +0.7% |
| 6M | +41.8% | +68.5% | -26.7% | +28.0% |
| YTD | +55.5% | +29.5% | +26.0% | +46.6% |
| 1Y | +49.6% | -11.6% | +61.2% | +50.2% |
| 3Y | +122.8% | +85.1% | +37.7% | +88.9% |
| 5Y | +151.0% | +54.8% | +96.2% | +110.8% |
| All | +133.3% | +152.6% | -19.3% | +67.4% |
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