+501.0%
AVAV vs NTNX
+148.8%
+352.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +1.4% | -3.1% | +4.6% | +2.0% |
| 30D | -24.3% | +2.0% | -26.3% | -24.6% |
| 3M | -20.1% | +34.0% | -54.1% | -24.4% |
| 6M | -29.4% | +72.4% | -101.8% | -36.3% |
| YTD | -39.3% | +27.5% | -66.9% | -42.5% |
| 1Y | -39.3% | -18.7% | -20.6% | -38.0% |
| 3Y | +29.5% | +80.8% | -51.3% | +12.2% |
| 5Y | +56.3% | +54.5% | +1.8% | +33.1% |
| All | +501.0% | +148.8% | +352.3% | +340.9% |
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 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