+687.9%
NFLX vs AG
+64.8%
+623.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.0% | -1.2% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | -0.3% | +12.5% | -12.8% | -1.6% |
| 3M | -6.6% | +28.2% | -34.8% | -9.3% |
| 6M | -22.7% | -18.8% | -3.8% | -21.9% |
| YTD | -18.9% | +27.4% | -46.3% | -22.6% |
| 1Y | -39.8% | +132.2% | -172.0% | -46.6% |
| 3Y | +71.7% | +286.9% | -215.2% | +39.6% |
| 5Y | +27.2% | +72.8% | -45.5% | +9.0% |
| 10Y | +687.9% | +74.6% | +613.3% | +500.3% |
| All | +687.9% | +64.8% | +623.1% | +500.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling