+110.3%
NTNX vs ABCL
-82.9%
+193.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.1% | -1.5% |
| 7D | -3.9% | -9.6% | +5.7% | -2.5% |
| 30D | +1.7% | +7.2% | -5.5% | +0.3% |
| 3M | +31.7% | +105.5% | -73.8% | +16.0% |
| 6M | +69.4% | +193.0% | -123.6% | +39.8% |
| YTD | +26.6% | +205.8% | -179.3% | +2.9% |
| 1Y | -15.2% | +144.4% | -159.6% | -29.5% |
| 3Y | +80.9% | +93.3% | -12.4% | +47.4% |
| 5Y | +53.3% | -44.9% | +98.2% | +46.7% |
| All | +110.3% | -82.9% | +193.1% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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