-39.3%
NFLX vs ABCL
+138.2%
-177.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.7% |
| 7D | +7.1% | -10.0% | +17.1% | +7.3% |
| 30D | -1.6% | -10.9% | +9.2% | -1.4% |
| 3M | -9.8% | +101.6% | -111.4% | -11.2% |
| 6M | -27.1% | +167.5% | -194.6% | -27.6% |
| YTD | -29.2% | +259.1% | -288.3% | -31.2% |
| 1Y | -39.3% | +152.2% | -191.4% | -41.0% |
| All | -39.3% | +138.2% | -177.5% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling