+448.1%
NFLX vs A
+312.5%
+135.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | -0.3% | +1.4% | -1.6% | -0.8% |
| 30D | -10.0% | +4.3% | -14.3% | -11.7% |
| 3M | -17.1% | +19.8% | -36.9% | -23.4% |
| 6M | -27.7% | +54.4% | -82.1% | -40.5% |
| YTD | -32.5% | +31.7% | -64.2% | -41.1% |
| 1Y | -43.5% | +22.4% | -66.0% | -49.2% |
| 3Y | +41.4% | +67.7% | -26.2% | +2.6% |
| 5Y | -2.2% | +15.7% | -18.0% | -14.9% |
| 10Y | +448.1% | +308.7% | +139.4% | +144.5% |
| All | +448.1% | +312.5% | +135.6% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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