-14.7%
NTNX vs ADVB
-95.9%
+81.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +42.7% | -41.5% | +0.6% |
| 7D | +4.0% | +74.2% | -70.2% | +3.1% |
| 30D | -16.5% | -35.9% | +19.4% | -16.5% |
| 3M | -5.8% | -56.4% | +50.6% | -5.6% |
| 6M | +37.1% | -36.7% | +73.8% | +34.3% |
| YTD | +17.8% | -43.3% | +61.1% | +14.6% |
| 1Y | -10.1% | -63.4% | +53.3% | -11.0% |
| All | -14.7% | -95.9% | +81.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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