+70.7%
NFLX vs AEM
+344.0%
-273.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -8.1% | +3.0% | -11.1% | -8.4% |
| 30D | -0.3% | +12.5% | -12.8% | -1.9% |
| 3M | -6.6% | +26.9% | -33.6% | -9.6% |
| 6M | -22.7% | -9.4% | -13.2% | -22.0% |
| YTD | -18.9% | +20.3% | -39.2% | -22.1% |
| 1Y | -39.8% | +33.8% | -73.6% | -43.6% |
| All | +70.7% | +344.0% | -273.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 3y: compounded portfolio wealth divided by compounded AEM 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…
3y analysis · Full analysis span regression · 6 months rolling