+118.8%
NTNX vs ABCL
-81.3%
+200.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +11.6% | +93.1% | -81.4% | +0.3% |
| 3M | +23.8% | +79.4% | -55.6% | +11.4% |
| 6M | +68.8% | +214.9% | -146.1% | +38.0% |
| YTD | +31.7% | +234.2% | -202.5% | +5.8% |
| 1Y | -0.9% | +174.8% | -175.6% | -19.0% |
| 3Y | +95.0% | +104.5% | -9.5% | +58.0% |
| 5Y | +57.4% | -39.0% | +96.4% | +48.4% |
| All | +118.8% | -81.3% | +200.0% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling