+27.1%
NFLX vs ABCL
-79.5%
+106.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.4% | +0.3% |
| 7D | +2.6% | +12.4% | -9.8% | +1.3% |
| 30D | -9.0% | -0.4% | -8.7% | -9.3% |
| 3M | -13.7% | +80.4% | -94.1% | -20.0% |
| 6M | -26.9% | +138.5% | -165.5% | -35.0% |
| YTD | -31.8% | +265.5% | -297.3% | -43.1% |
| 1Y | -42.1% | +219.7% | -261.7% | -51.0% |
| 3Y | +47.0% | +209.4% | -162.4% | +16.8% |
| 5Y | -2.5% | -15.0% | +12.5% | -12.2% |
| All | +27.1% | -79.5% | +106.6% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling