-19.4%
NTNX vs ABCL
+142.1%
-161.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.1% | -1.7% |
| 7D | -3.9% | -9.6% | +5.7% | -3.0% |
| 30D | +1.7% | +7.2% | -5.5% | +0.7% |
| 3M | +31.7% | +105.5% | -73.8% | +20.3% |
| 6M | +69.4% | +193.0% | -123.6% | +48.0% |
| YTD | +26.6% | +205.8% | -179.3% | +9.0% |
| All | -19.4% | +142.1% | -161.5% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling