-0.9%
NTNX vs ALM
+318.3%
-319.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -1.6% | -2.6% | +1.0% | -1.6% |
| 30D | +11.6% | +32.0% | -20.4% | +11.8% |
| 3M | +23.8% | -15.0% | +38.9% | +24.2% |
| 6M | +68.8% | -10.1% | +78.9% | +68.2% |
| YTD | +31.7% | +99.4% | -67.8% | +28.1% |
| 1Y | -0.9% | +316.4% | -317.2% | -15.1% |
| All | -0.9% | +318.3% | -319.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling