+45.9%
NFLX vs ALB
-16.8%
+62.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | +2.1% | +9.1% | -6.9% | +1.6% |
| 30D | -9.0% | -3.4% | -5.6% | -8.9% |
| 3M | -14.0% | -20.6% | +6.6% | -12.9% |
| 6M | -28.2% | -48.2% | +20.0% | -25.4% |
| YTD | -32.4% | -29.2% | -3.1% | -31.6% |
| 1Y | -42.2% | +10.0% | -52.2% | -43.6% |
| 3Y | +45.9% | -12.9% | +58.8% | +39.3% |
| All | +45.9% | -16.8% | +62.7% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling