+56.9%
NTNX vs ABCL
-44.0%
+100.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.3% |
| 7D | +0.1% | -2.7% | +2.9% | +0.5% |
| 30D | +3.8% | +18.3% | -14.5% | +0.9% |
| 3M | +31.9% | +108.5% | -76.6% | +15.7% |
| 6M | +68.5% | +213.9% | -145.4% | +37.0% |
| YTD | +29.5% | +223.1% | -193.6% | +3.9% |
| 1Y | -11.6% | +160.6% | -172.2% | -27.6% |
| 3Y | +85.1% | +104.3% | -19.1% | +49.9% |
| All | +56.9% | -44.0% | +100.8% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling