+481.8%
AXP vs NTNX
+148.8%
+333.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.1% |
| 7D | -0.5% | -3.1% | +2.7% | +0.1% |
| 30D | -5.6% | +2.0% | -7.6% | -6.0% |
| 3M | +2.2% | +34.0% | -31.7% | -3.0% |
| 6M | +6.7% | +72.4% | -65.6% | -3.6% |
| YTD | -11.5% | +27.5% | -39.0% | -16.1% |
| 1Y | -0.4% | -18.7% | +18.4% | +1.6% |
| 3Y | +113.0% | +80.8% | +32.3% | +85.7% |
| 5Y | +117.4% | +54.5% | +62.9% | +86.8% |
| All | +481.8% | +148.8% | +333.0% | +324.5% |
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