-9.0%
AUR vs NTNX
-9.1%
+0.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.0% |
| 7D | -19.8% | -12.3% | -7.5% | -16.7% |
| 30D | -29.0% | -13.2% | -15.8% | -26.0% |
| 3M | -43.6% | +3.6% | -47.1% | -43.5% |
| 6M | -36.6% | +45.7% | -82.3% | -41.2% |
| YTD | +6.3% | +23.2% | -17.0% | -1.8% |
| 1Y | -9.0% | -9.1% | +0.1% | -13.9% |
| All | -9.0% | -9.1% | +0.1% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling