+79.4%
NTNX vs ACM
-23.7%
+103.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.6% |
| 7D | -3.9% | -5.9% | +2.0% | -1.7% |
| 30D | +1.7% | -6.2% | +7.9% | +3.7% |
| 3M | +31.7% | -7.9% | +39.6% | +34.7% |
| 6M | +69.4% | -30.6% | +100.0% | +92.9% |
| YTD | +26.6% | -33.3% | +59.8% | +45.7% |
| 1Y | -15.2% | -49.2% | +34.0% | +10.2% |
| All | +79.4% | -23.7% | +103.0% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling