+109.5%
AS vs NTNX
+15.9%
+93.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | -4.9% | -3.1% | -1.8% | -4.2% |
| 30D | -15.0% | +2.0% | -17.0% | -15.5% |
| 3M | -21.2% | +34.0% | -55.1% | -26.8% |
| 6M | -16.0% | +72.4% | -88.3% | -28.0% |
| YTD | -24.8% | +27.5% | -52.4% | -30.1% |
| 1Y | -24.1% | -18.7% | -5.3% | -19.6% |
| All | +109.5% | +15.9% | +93.6% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling