+407.0%
AXP vs NTNX
+108.9%
+298.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -0.1% | +3.4% | -3.6% | -0.7% |
| 30D | +4.4% | -13.6% | +18.0% | +7.0% |
| 3M | -6.4% | -11.1% | +4.7% | -4.7% |
| 6M | +4.2% | +35.7% | -31.5% | -2.2% |
| YTD | -12.4% | +16.8% | -29.2% | -16.1% |
| 1Y | -11.1% | -9.1% | -2.0% | -11.3% |
| 3Y | +114.9% | +55.8% | +59.1% | +90.2% |
| 5Y | +87.4% | +73.4% | +14.1% | +56.3% |
| All | +407.0% | +108.9% | +298.1% | +264.6% |
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