-39.3%
NFLX vs AGG
-0.5%
-38.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.2% |
| 7D | +7.1% | +0.5% | +6.6% | +6.5% |
| 30D | -1.6% | +2.4% | -4.0% | -3.6% |
| 3M | -9.8% | -1.0% | -8.8% | -10.0% |
| 6M | -27.1% | -0.9% | -26.2% | -27.0% |
| YTD | -29.2% | -0.9% | -28.3% | -28.4% |
| 1Y | -39.3% | -0.5% | -38.8% | -38.0% |
| All | -39.3% | -0.5% | -38.8% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling