-35.7%
AUR vs NTNX
+133.3%
-169.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +1.4% | -3.1% | +4.6% | +2.8% |
| 30D | -6.4% | +2.0% | -8.4% | -7.3% |
| 3M | +7.7% | +34.0% | -26.3% | -4.9% |
| 6M | +44.5% | +72.4% | -27.9% | +13.2% |
| YTD | +67.4% | +27.5% | +39.9% | +48.0% |
| 1Y | +15.4% | -18.7% | +34.2% | +22.3% |
| 3Y | +94.8% | +80.8% | +14.1% | +36.6% |
| 5Y | -35.1% | +54.5% | -89.6% | -60.6% |
| All | -35.7% | +133.3% | -169.0% | -61.0% |
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