+57.6%
NTNX vs ALM
+839.2%
-781.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.0% |
| 7D | -3.1% | -11.8% | +8.7% | -2.7% |
| 30D | +2.0% | +7.8% | -5.8% | +1.6% |
| 3M | +34.0% | -9.3% | +43.2% | +34.0% |
| 6M | +72.4% | -30.5% | +102.9% | +73.3% |
| YTD | +27.5% | +75.8% | -48.3% | +22.5% |
| 1Y | -18.7% | +241.2% | -259.9% | -25.1% |
| 3Y | +80.8% | +1,872.6% | -1,791.9% | +51.1% |
| All | +57.6% | +839.2% | -781.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling