+1.9%
NFLX vs ALAB
+312.6%
-310.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.7% | -12.9% | +0.4% |
| 7D | +2.6% | -5.6% | +8.2% | +2.7% |
| 30D | -9.0% | -36.6% | +27.6% | -7.7% |
| 3M | -13.7% | -35.1% | +21.4% | -12.7% |
| 6M | -26.9% | +8.5% | -35.5% | -29.7% |
| YTD | -31.8% | +30.4% | -62.2% | -36.1% |
| 1Y | -42.1% | +31.0% | -73.1% | -46.1% |
| All | +1.9% | +312.6% | -310.7% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling