+22.3%
NFLX vs ALAB
+449.6%
-427.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.9% | +5.1% | -1.6% |
| 7D | -5.0% | +3.2% | -8.2% | -5.2% |
| 30D | +3.5% | -13.6% | +17.1% | +4.1% |
| 3M | -7.1% | -16.6% | +9.5% | -7.3% |
| 6M | -22.5% | +142.3% | -164.8% | -29.3% |
| YTD | -18.1% | +73.6% | -91.8% | -23.8% |
| 1Y | -38.3% | +33.7% | -72.0% | -41.8% |
| All | +22.3% | +449.6% | -427.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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