+76.6%
NFLX vs ACM
-19.2%
+95.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.3% |
| 7D | -4.2% | -3.7% | -0.5% | -3.4% |
| 30D | +5.5% | -11.1% | +16.6% | +7.9% |
| 3M | -4.1% | -8.0% | +3.9% | -2.7% |
| 6M | -20.7% | -29.7% | +9.0% | -14.0% |
| YTD | -16.5% | -29.4% | +12.8% | -9.9% |
| 1Y | -37.8% | -46.4% | +8.7% | -27.1% |
| All | +76.6% | -19.2% | +95.8% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling