+78.2%
NTNX vs ALLY
+185.4%
-107.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.1% | -3.8% | +0.7% | -1.7% |
| 30D | +2.0% | -4.9% | +6.9% | +3.9% |
| 3M | +34.0% | -2.6% | +36.5% | +35.0% |
| 6M | +72.4% | +15.7% | +56.6% | +61.5% |
| YTD | +27.5% | -5.2% | +32.7% | +28.9% |
| 1Y | -18.7% | +2.8% | -21.6% | -20.9% |
| 3Y | +80.8% | +63.4% | +17.3% | +41.0% |
| 5Y | +54.5% | -2.6% | +57.1% | +43.0% |
| All | +78.2% | +185.4% | -107.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling