+1.0%
NFLX vs ALAB
+262.8%
-261.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.5% | -3.5% |
| 7D | +2.1% | -26.3% | +28.4% | +3.1% |
| 30D | -9.0% | -50.1% | +41.1% | -6.9% |
| 3M | -14.0% | -42.5% | +28.5% | -12.5% |
| 6M | -28.2% | -10.8% | -17.3% | -30.2% |
| YTD | -32.4% | +14.6% | -47.0% | -36.4% |
| 1Y | -42.2% | +17.1% | -59.3% | -46.0% |
| All | +1.0% | +262.8% | -261.8% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling