+670.3%
NFLX vs ACM
+128.0%
+542.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +3.5% | -12.9% | +16.5% | +7.5% |
| 3M | -7.1% | -6.4% | -0.7% | -5.8% |
| 6M | -22.5% | -29.2% | +6.7% | -14.9% |
| YTD | -18.1% | -29.9% | +11.8% | -10.3% |
| 1Y | -38.3% | -47.3% | +8.9% | -26.3% |
| 3Y | +73.4% | -19.6% | +93.0% | +79.1% |
| 5Y | +26.7% | +5.5% | +21.2% | +21.1% |
| 10Y | +670.3% | +129.7% | +540.6% | +500.6% |
| All | +670.3% | +128.0% | +542.4% | +500.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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