+20,158.8%
NFLX vs ACM
+233.3%
+19,925.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +2.1% | +5.4% | -3.2% | +0.4% |
| 30D | -9.0% | +15.1% | -24.1% | -13.1% |
| 3M | -14.0% | -10.5% | -3.5% | -11.3% |
| 6M | -28.2% | -19.7% | -8.5% | -23.8% |
| YTD | -32.4% | -28.8% | -3.5% | -25.9% |
| 1Y | -42.2% | -47.9% | +5.7% | -29.9% |
| 3Y | +45.9% | -12.4% | +58.2% | +47.0% |
| 5Y | -1.8% | +0.6% | -2.4% | -5.4% |
| 10Y | +419.6% | +161.3% | +258.4% | +235.4% |
| All | +20,158.8% | +233.3% | +19,925.5% | +10,501.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling