+423.4%
NFLX vs ACM
+147.1%
+276.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | -0.7% |
| 7D | +2.6% | +6.9% | -4.3% | +0.5% |
| 30D | -9.0% | +19.1% | -28.1% | -13.8% |
| 3M | -13.7% | -6.9% | -6.8% | -12.3% |
| 6M | -26.9% | -12.0% | -14.9% | -24.9% |
| YTD | -31.8% | -25.1% | -6.7% | -26.7% |
| 1Y | -42.1% | -45.4% | +3.4% | -31.2% |
| 3Y | +47.0% | -6.9% | +53.9% | +45.0% |
| 5Y | -2.5% | +3.7% | -6.3% | -7.0% |
| 10Y | +423.4% | +135.8% | +287.6% | +285.9% |
| All | +423.4% | +147.1% | +276.2% | +285.9% |
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