+27.2%
NFLX vs AAL
-32.3%
+59.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -8.1% | -1.3% | -6.8% | -7.8% |
| 30D | -0.3% | -13.7% | +13.4% | +2.9% |
| 3M | -6.6% | -8.2% | +1.6% | -5.6% |
| 6M | -22.7% | +13.1% | -35.8% | -26.2% |
| YTD | -18.9% | -15.6% | -3.3% | -17.5% |
| 1Y | -39.8% | +1.4% | -41.2% | -42.2% |
| 3Y | +71.7% | -7.4% | +79.1% | +56.3% |
| 5Y | +27.2% | -35.9% | +63.2% | +18.7% |
| All | +27.2% | -32.3% | +59.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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