+114.9%
AXP vs NTNX
+55.6%
+59.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -0.1% | +3.4% | -3.6% | -0.8% |
| 30D | +4.4% | -13.6% | +18.0% | +7.1% |
| 3M | -6.4% | -11.1% | +4.7% | -4.6% |
| 6M | +4.2% | +35.7% | -31.5% | -2.8% |
| YTD | -12.4% | +16.8% | -29.2% | -16.4% |
| 1Y | -11.1% | -9.1% | -2.0% | -10.8% |
| 3Y | +114.9% | +55.8% | +59.1% | +90.3% |
| All | +114.9% | +55.6% | +59.2% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling