+29.0%
NFLX vs ALB
-44.4%
+73.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.9% | -4.7% |
| 7D | -4.2% | -8.1% | +3.8% | -3.0% |
| 30D | +5.5% | +6.3% | -0.8% | +4.3% |
| 3M | -4.1% | -23.6% | +19.5% | -0.5% |
| 6M | -20.7% | -24.6% | +3.9% | -18.1% |
| YTD | -16.5% | -10.3% | -6.3% | -17.1% |
| 1Y | -37.8% | +61.5% | -99.2% | -45.4% |
| 3Y | +77.9% | -34.0% | +111.9% | +86.1% |
| All | +29.0% | -44.4% | +73.4% | +30.8% |
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