+114.6%
NFLX vs ALC
+24.0%
+90.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.2% | -3.2% | -4.6% |
| 7D | -4.2% | -2.1% | -2.1% | -3.5% |
| 30D | +5.5% | -0.1% | +5.6% | +5.5% |
| 3M | -4.1% | +5.9% | -9.9% | -6.0% |
| 6M | -20.7% | -15.9% | -4.8% | -16.6% |
| YTD | -16.5% | -10.1% | -6.4% | -14.3% |
| 1Y | -37.8% | -10.2% | -27.6% | -36.4% |
| 3Y | +77.9% | -13.6% | +91.4% | +80.2% |
| 5Y | +32.5% | -15.1% | +47.6% | +31.2% |
| All | +114.6% | +24.0% | +90.5% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling