+73.9%
NTNX vs ALC
+21.6%
+52.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | +0.2% |
| 7D | +1.2% | -3.7% | +4.9% | +3.2% |
| 30D | +7.7% | -3.7% | +11.4% | +9.8% |
| 3M | +30.2% | +4.6% | +25.6% | +26.4% |
| 6M | +69.4% | -14.6% | +84.0% | +82.0% |
| YTD | +30.6% | -11.9% | +42.4% | +37.0% |
| 1Y | -10.0% | -13.1% | +3.2% | -5.1% |
| 3Y | +86.6% | -15.0% | +101.6% | +90.8% |
| 5Y | +57.1% | -16.2% | +73.3% | +60.2% |
| All | +73.9% | +21.6% | +52.3% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling