+47.0%
NFLX vs ALC
+2.4%
+44.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +2.6% | +2.1% | +0.5% | +2.2% |
| 30D | -9.0% | +17.2% | -26.2% | -11.8% |
| 3M | -13.7% | +4.6% | -18.4% | -14.6% |
| 6M | -26.9% | +20.1% | -47.0% | -29.3% |
| YTD | -31.8% | -4.2% | -27.6% | -31.8% |
| 1Y | -42.1% | +2.1% | -44.1% | -42.8% |
| 3Y | +47.0% | +4.5% | +42.5% | +49.4% |
| All | +47.0% | +2.4% | +44.6% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling