-2.5%
NFLX vs AA
-9.6%
+7.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | 0.0% |
| 7D | +2.6% | +4.8% | -2.2% | +1.8% |
| 30D | -9.0% | -0.6% | -8.4% | -9.1% |
| 3M | -13.7% | -16.3% | +2.5% | -11.7% |
| 6M | -26.9% | -33.4% | +6.5% | -23.2% |
| YTD | -31.8% | -20.7% | -11.1% | -31.1% |
| 1Y | -42.1% | +12.9% | -55.0% | -45.3% |
| 3Y | +47.0% | +75.7% | -28.7% | +21.0% |
| 5Y | -2.5% | -6.8% | +4.3% | -11.5% |
| All | -2.5% | -9.6% | +7.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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