+687.9%
NFLX vs ADM
+171.4%
+516.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.4% |
| 7D | -8.1% | +1.4% | -9.5% | -8.3% |
| 30D | -0.3% | +8.2% | -8.6% | -1.7% |
| 3M | -6.6% | +8.7% | -15.3% | -8.1% |
| 6M | -22.7% | +29.1% | -51.8% | -26.4% |
| YTD | -18.9% | +53.7% | -72.6% | -25.3% |
| 1Y | -39.8% | +43.2% | -83.1% | -44.0% |
| 3Y | +71.7% | +21.4% | +50.3% | +63.5% |
| 5Y | +27.2% | +67.1% | -39.9% | +7.1% |
| 10Y | +687.9% | +176.6% | +511.3% | +433.6% |
| All | +687.9% | +171.4% | +516.5% | +433.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling