-37.8%
NFLX vs ADM
+40.7%
-78.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.3% |
| 7D | -4.2% | +3.8% | -8.0% | -4.2% |
| 30D | +5.5% | +9.8% | -4.3% | +5.5% |
| 3M | -4.1% | +2.1% | -6.2% | -4.2% |
| 6M | -20.7% | +27.5% | -48.2% | -21.6% |
| YTD | -16.5% | +50.2% | -66.7% | -18.3% |
| 1Y | -37.8% | +40.6% | -78.4% | -39.6% |
| All | -37.8% | +40.7% | -78.5% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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