+26.7%
NFLX vs ADM
+64.4%
-37.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 3M | -7.1% | +6.0% | -13.1% | -7.4% |
| 6M | -22.5% | +26.9% | -49.4% | -23.5% |
| YTD | -18.1% | +50.0% | -68.1% | -19.9% |
| 1Y | -38.3% | +39.6% | -77.9% | -39.5% |
| 3Y | +73.4% | +18.5% | +54.8% | +73.9% |
| 5Y | +26.7% | +62.6% | -35.9% | +16.8% |
| All | +26.7% | +64.4% | -37.8% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling