+56.4%
NTNX vs ALC
-20.1%
+76.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -0.9% |
| 7D | -3.9% | -7.7% | +3.8% | -0.1% |
| 30D | +1.7% | -11.7% | +13.4% | +7.9% |
| 3M | +31.7% | +0.7% | +31.1% | +30.8% |
| 6M | +69.4% | -17.1% | +86.4% | +83.5% |
| YTD | +26.6% | -15.1% | +41.7% | +34.8% |
| 1Y | -15.2% | -14.1% | -1.1% | -10.6% |
| 3Y | +80.9% | -18.2% | +99.1% | +87.1% |
| All | +56.4% | -20.1% | +76.5% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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