+110.5%
NFLX vs ALC
+21.6%
+88.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.2% |
| 7D | -5.0% | -3.7% | -1.3% | -3.8% |
| 30D | +3.5% | -3.7% | +7.3% | +4.9% |
| 3M | -7.1% | +4.6% | -11.7% | -8.6% |
| 6M | -22.5% | -14.6% | -7.9% | -18.9% |
| YTD | -18.1% | -11.9% | -6.3% | -15.4% |
| 1Y | -38.3% | -13.1% | -25.2% | -36.2% |
| 3Y | +73.4% | -15.0% | +88.4% | +76.6% |
| 5Y | +26.7% | -16.2% | +42.9% | +26.1% |
| All | +110.5% | +21.6% | +88.9% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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