-13.7%
NFLX vs ADVB
-88.3%
+74.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.7% | -5.3% |
| 7D | -4.2% | -3.8% | -0.5% | -4.2% |
| 30D | +5.5% | +17.6% | -12.1% | +5.2% |
| 3M | -4.1% | +119.1% | -123.2% | -5.6% |
| 6M | -20.7% | +103.4% | -124.1% | -22.5% |
| YTD | -16.5% | +59.8% | -76.4% | -18.1% |
| 1Y | -37.8% | +8.5% | -46.3% | -38.5% |
| All | -13.7% | -88.3% | +74.7% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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