+509.5%
AVAV vs NTNX
+154.7%
+354.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +3.2% | +1.2% | +2.0% | +3.0% |
| 30D | -20.3% | +7.7% | -28.0% | -21.4% |
| 3M | -19.4% | +30.2% | -49.6% | -23.3% |
| 6M | -35.3% | +69.4% | -104.7% | -41.4% |
| YTD | -38.5% | +30.6% | -69.1% | -42.0% |
| 1Y | -37.2% | -10.0% | -27.2% | -37.0% |
| 3Y | +31.1% | +86.6% | -55.5% | +13.0% |
| 5Y | +41.0% | +57.1% | -16.1% | +19.7% |
| All | +509.5% | +154.7% | +354.8% | +345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling