+24.7%
NFLX vs ALAB
+490.6%
-465.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.8% | -15.1% | -5.8% |
| 7D | -4.2% | +7.2% | -11.5% | -4.6% |
| 30D | +5.5% | -2.5% | +8.0% | +5.5% |
| 3M | -4.1% | -13.3% | +9.2% | -4.4% |
| 6M | -20.7% | +172.8% | -193.5% | -28.2% |
| YTD | -16.5% | +86.6% | -103.1% | -22.6% |
| 1Y | -37.8% | +65.2% | -102.9% | -42.4% |
| All | +24.7% | +490.6% | -465.9% | -1.8% |
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