+274.4%
AZO vs NTNX
+148.8%
+125.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | -3.6% | -3.1% | -0.4% | -3.4% |
| 30D | -5.6% | +2.0% | -7.5% | -5.7% |
| 3M | -6.6% | +34.0% | -40.6% | -8.5% |
| 6M | -22.5% | +72.4% | -94.9% | -25.5% |
| YTD | -15.2% | +27.5% | -42.7% | -16.9% |
| 1Y | -33.9% | -18.7% | -15.2% | -33.4% |
| 3Y | +11.8% | +80.8% | -68.9% | +4.6% |
| 5Y | +85.5% | +54.5% | +31.0% | +72.4% |
| All | +274.4% | +148.8% | +125.7% | +214.2% |
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