+79.4%
NTNX vs ALM
+1,934.4%
-1,855.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.3% | -1.9% |
| 7D | -3.9% | -7.1% | +3.2% | -3.7% |
| 30D | +1.7% | +24.7% | -23.0% | +0.9% |
| 3M | +31.7% | +8.3% | +23.4% | +30.9% |
| 6M | +69.4% | -22.2% | +91.5% | +69.5% |
| YTD | +26.6% | +88.1% | -61.5% | +20.8% |
| 1Y | -15.2% | +272.4% | -287.6% | -22.8% |
| All | +79.4% | +1,934.4% | -1,855.0% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling