+27.0%
NFLX vs AGI
+389.6%
-362.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.6% |
| 7D | -8.1% | -5.3% | -2.8% | -7.2% |
| 30D | +1.6% | +6.8% | -5.1% | +0.3% |
| 3M | -7.3% | +8.3% | -15.6% | -9.1% |
| 6M | -21.6% | -29.2% | +7.6% | -17.5% |
| YTD | -18.9% | -7.3% | -11.7% | -19.7% |
| 1Y | -39.1% | +8.0% | -47.1% | -42.0% |
| 3Y | +71.7% | +206.6% | -134.9% | +26.3% |
| 5Y | +27.0% | +398.1% | -371.2% | -17.4% |
| All | +27.0% | +389.6% | -362.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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