+78.2%
NTNX vs ACM
+125.3%
-47.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.2% |
| 7D | -3.1% | -4.6% | +1.4% | -0.7% |
| 30D | +2.0% | +4.1% | -2.1% | -0.5% |
| 3M | +34.0% | -8.3% | +42.3% | +38.5% |
| 6M | +72.4% | -30.1% | +102.4% | +104.5% |
| YTD | +27.5% | -32.6% | +60.1% | +53.1% |
| 1Y | -18.7% | -49.6% | +30.8% | +13.7% |
| 3Y | +80.8% | -23.0% | +103.8% | +95.3% |
| 5Y | +54.5% | +2.0% | +52.5% | +40.1% |
| All | +78.2% | +125.3% | -47.1% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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