+29.0%
NFLX vs ACM
+5.0%
+24.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.2% |
| 7D | -4.2% | -3.7% | -0.5% | -2.8% |
| 30D | +5.5% | -11.1% | +16.6% | +9.8% |
| 3M | -4.1% | -8.0% | +3.9% | -1.7% |
| 6M | -20.7% | -29.7% | +9.0% | -9.5% |
| YTD | -16.5% | -29.4% | +12.8% | -5.7% |
| 1Y | -37.8% | -46.4% | +8.7% | -20.1% |
| 3Y | +77.9% | -22.3% | +100.2% | +82.6% |
| All | +29.0% | +5.0% | +24.0% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling