+80.9%
NTNX vs ACM
+127.0%
-46.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | +0.8% |
| 7D | +0.1% | -3.7% | +3.8% | +2.1% |
| 30D | +3.8% | -12.7% | +16.5% | +10.5% |
| 3M | +31.9% | -9.8% | +41.7% | +37.6% |
| 6M | +68.5% | -31.4% | +99.9% | +102.1% |
| YTD | +29.5% | -32.1% | +61.6% | +54.9% |
| 1Y | -11.6% | -47.8% | +36.2% | +21.4% |
| 3Y | +85.1% | -22.1% | +107.2% | +98.7% |
| 5Y | +54.8% | +1.8% | +53.0% | +40.6% |
| All | +80.9% | +127.0% | -46.1% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling