-39.2%
NFLX vs ADM
+39.5%
-78.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | +3.5% | +11.0% | -7.5% | +3.6% |
| 3M | -7.1% | +6.0% | -13.1% | -7.3% |
| 6M | -22.5% | +26.9% | -49.4% | -23.5% |
| YTD | -18.1% | +50.0% | -68.1% | -20.1% |
| All | -39.2% | +39.5% | -78.7% | -41.1% |
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