-2.7%
NFLX vs ALB
-61.7%
+59.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.4% |
| 7D | +2.1% | +9.1% | -6.9% | +0.8% |
| 30D | -9.0% | -3.4% | -5.6% | -8.6% |
| 3M | -14.0% | -20.6% | +6.6% | -11.2% |
| 6M | -28.2% | -48.2% | +20.0% | -21.2% |
| YTD | -32.4% | -29.2% | -3.1% | -30.6% |
| 1Y | -42.2% | +10.0% | -52.2% | -45.5% |
| 3Y | +45.9% | -12.9% | +58.8% | +33.2% |
| All | -2.7% | -61.7% | +59.1% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling