+80.9%
NTNX vs ALM
+3,619.9%
-3,539.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.6% |
| 7D | +0.1% | +3.6% | -3.5% | -0.1% |
| 30D | +3.8% | +33.8% | -29.9% | +1.9% |
| 3M | +31.9% | +14.8% | +17.1% | +30.0% |
| 6M | +68.5% | -7.0% | +75.4% | +66.6% |
| YTD | +29.5% | +108.1% | -78.6% | +20.6% |
| 1Y | -11.6% | +313.8% | -325.4% | -22.4% |
| 3Y | +85.1% | +2,227.6% | -2,142.5% | +36.8% |
| 5Y | +54.8% | +956.6% | -901.8% | +18.6% |
| All | +80.9% | +3,619.9% | -3,539.0% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling