-39.2%
NFLX vs ACM
-47.1%
+7.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +3.5% | -12.9% | +16.5% | +5.3% |
| 3M | -7.1% | -6.4% | -0.7% | -6.6% |
| 6M | -22.5% | -29.2% | +6.7% | -17.6% |
| YTD | -18.1% | -29.9% | +11.8% | -13.1% |
| All | -39.2% | -47.1% | +7.9% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling