+55.5%
NFLX vs ABCL
-81.3%
+136.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -5.2% |
| 7D | -4.2% | +0.7% | -5.0% | -4.3% |
| 30D | +5.5% | +93.1% | -87.6% | -2.4% |
| 3M | -4.1% | +79.4% | -83.5% | -11.1% |
| 6M | -20.7% | +214.9% | -235.6% | -31.6% |
| YTD | -16.5% | +234.2% | -250.8% | -29.3% |
| 1Y | -37.8% | +174.8% | -212.5% | -46.7% |
| 3Y | +77.9% | +104.5% | -26.6% | +50.9% |
| 5Y | +32.5% | -39.0% | +71.5% | +22.2% |
| All | +55.5% | -81.3% | +136.8% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling