-8.5%
NFLX vs ABCL
-26.2%
+17.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.7% |
| 7D | -2.0% | -3.3% | +1.3% | -1.6% |
| 30D | -11.9% | -7.1% | -4.8% | -11.6% |
| 3M | -20.6% | +4.7% | -25.3% | -21.9% |
| 6M | -29.0% | +140.9% | -169.9% | -38.6% |
| YTD | -33.7% | +236.0% | -269.7% | -46.4% |
| 1Y | -46.2% | +217.4% | -263.6% | -56.2% |
| 3Y | +39.8% | +188.7% | -148.9% | +4.8% |
| All | -8.5% | -26.2% | +17.7% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling