+52,774.0%
NFLX vs ADM
+762.7%
+52,011.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.3% | -1.8% | +1.6% | +0.2% |
| 30D | -10.0% | -13.3% | +3.2% | -6.7% |
| 3M | -17.1% | -13.4% | -3.7% | -14.1% |
| 6M | -27.7% | -9.6% | -18.1% | -26.2% |
| YTD | -32.5% | +23.0% | -55.6% | -37.0% |
| 1Y | -43.5% | +27.4% | -70.9% | -47.8% |
| 3Y | +41.4% | +5.7% | +35.8% | +32.8% |
| 5Y | -2.2% | +22.1% | -24.3% | -14.3% |
| 10Y | +448.1% | +106.0% | +342.1% | +293.1% |
| All | +52,774.0% | +762.7% | +52,011.3% | +13,634.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling