+448.1%
NFLX vs ALB
+34.3%
+413.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.4% |
| 7D | -0.3% | +5.3% | -5.5% | -1.1% |
| 30D | -10.0% | -6.3% | -3.8% | -9.2% |
| 3M | -17.1% | -27.4% | +10.3% | -13.0% |
| 6M | -27.7% | -53.1% | +25.4% | -19.0% |
| YTD | -32.5% | -32.3% | -0.2% | -30.0% |
| 1Y | -43.5% | -7.3% | -36.2% | -44.8% |
| 3Y | +41.4% | -14.9% | +56.4% | +30.8% |
| 5Y | -2.2% | -62.0% | +59.8% | +5.3% |
| 10Y | +448.1% | +33.0% | +415.1% | +351.5% |
| All | +448.1% | +34.3% | +413.8% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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