+26.7%
NFLX vs ACI
-44.9%
+71.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.5% |
| 7D | -5.0% | -2.6% | -2.4% | -4.7% |
| 30D | +3.5% | +1.1% | +2.5% | +3.4% |
| 3M | -7.1% | -23.6% | +16.5% | -4.5% |
| 6M | -22.5% | -29.9% | +7.5% | -19.5% |
| YTD | -18.1% | -26.9% | +8.7% | -15.8% |
| 1Y | -38.3% | -34.2% | -4.1% | -35.5% |
| 3Y | +73.4% | -43.6% | +117.0% | +85.4% |
| 5Y | +26.7% | -42.4% | +69.1% | +28.0% |
| All | +26.7% | -44.9% | +71.6% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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