+670.3%
NFLX vs ALB
+78.9%
+591.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.3% |
| 7D | -5.0% | -4.4% | -0.6% | -4.3% |
| 30D | +3.5% | -1.2% | +4.7% | +3.6% |
| 3M | -7.1% | -13.3% | +6.2% | -5.4% |
| 6M | -22.5% | -19.8% | -2.7% | -20.7% |
| YTD | -18.1% | -7.9% | -10.2% | -18.9% |
| 1Y | -38.3% | +60.2% | -98.5% | -45.5% |
| 3Y | +73.4% | -26.4% | +99.8% | +69.1% |
| 5Y | +26.7% | -42.5% | +69.2% | +27.4% |
| 10Y | +670.3% | +83.0% | +587.3% | +487.6% |
| All | +670.3% | +78.9% | +591.4% | +487.6% |
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