-2.7%
NFLX vs ADP
+47.3%
-50.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.0% | -2.6% |
| 7D | +2.1% | +3.2% | -1.1% | +0.4% |
| 30D | -9.0% | +14.9% | -23.9% | -15.8% |
| 3M | -14.0% | +11.6% | -25.6% | -19.0% |
| 6M | -28.2% | +48.5% | -76.6% | -42.5% |
| YTD | -32.4% | +20.6% | -52.9% | -39.2% |
| 1Y | -42.2% | +23.7% | -65.9% | -49.0% |
| 3Y | +45.9% | +47.8% | -1.9% | +10.7% |
| All | -2.7% | +47.3% | -50.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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