+104.6%
AS vs NTNX
+15.0%
+89.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -3.9% | -3.9% | 0.0% | -2.9% |
| 30D | -19.0% | +1.7% | -20.7% | -19.5% |
| 3M | -18.8% | +31.7% | -50.5% | -24.4% |
| 6M | -21.0% | +69.4% | -90.3% | -32.0% |
| YTD | -26.6% | +26.6% | -53.2% | -31.6% |
| 1Y | -25.3% | -15.2% | -10.1% | -22.1% |
| All | +104.6% | +15.0% | +89.5% | +80.0% |
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