-38.3%
NFLX vs ALC
-12.7%
-25.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.7% |
| 7D | -5.0% | -3.7% | -1.3% | -4.6% |
| 30D | +3.5% | -3.7% | +7.3% | +4.0% |
| 3M | -7.1% | +4.6% | -11.7% | -7.1% |
| 6M | -22.5% | -14.6% | -7.9% | -23.1% |
| YTD | -18.1% | -11.9% | -6.3% | -18.2% |
| 1Y | -38.3% | -13.1% | -25.2% | -39.2% |
| All | -38.3% | -12.7% | -25.6% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling