+52,774.0%
NFLX vs AA
-36.4%
+52,810.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.2% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | -10.0% | -5.0% | -5.0% | -9.3% |
| 3M | -17.1% | -22.2% | +5.1% | -13.1% |
| 6M | -27.7% | -36.3% | +8.6% | -21.8% |
| YTD | -32.5% | -24.2% | -8.4% | -30.7% |
| 1Y | -43.5% | +3.9% | -47.4% | -46.1% |
| 3Y | +41.4% | +67.6% | -26.1% | +14.3% |
| 5Y | -2.2% | -8.8% | +6.6% | -14.5% |
| 10Y | +448.1% | +45.0% | +403.1% | +259.3% |
| All | +52,774.0% | -36.4% | +52,810.4% | +23,430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling