+670.3%
NFLX vs ALK
-38.6%
+708.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.4% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +3.5% | -18.5% | +22.0% | +6.6% |
| 3M | -7.1% | -3.6% | -3.6% | -7.2% |
| 6M | -22.5% | -3.7% | -18.8% | -23.1% |
| YTD | -18.1% | -19.0% | +0.9% | -17.0% |
| 1Y | -38.3% | -36.0% | -2.3% | -35.2% |
| 3Y | +73.4% | +2.3% | +71.0% | +62.6% |
| 5Y | +26.7% | -27.8% | +54.4% | +24.3% |
| 10Y | +670.3% | -39.0% | +709.3% | +704.9% |
| All | +670.3% | -38.6% | +708.9% | +704.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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