-8.5%
NFLX vs ALHC
-66.2%
+57.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | -11.9% | -10.6% | -1.4% | -11.0% |
| 3M | -20.6% | -45.3% | +24.8% | -15.9% |
| 6M | -29.0% | -59.7% | +30.7% | -23.4% |
| YTD | -33.7% | -62.7% | +29.0% | -28.4% |
| 1Y | -46.2% | -56.1% | +10.0% | -43.1% |
| 3Y | +39.8% | +21.3% | +18.5% | +20.1% |
| All | -8.5% | -66.2% | +57.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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