+423.4%
NFLX vs ALK
-37.5%
+460.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -0.2% |
| 7D | +2.6% | +8.9% | -6.3% | +1.2% |
| 30D | -9.0% | +5.9% | -15.0% | -10.0% |
| 3M | -13.7% | -16.5% | +2.8% | -11.7% |
| 6M | -26.9% | +2.1% | -29.0% | -27.9% |
| YTD | -31.8% | -17.1% | -14.7% | -31.2% |
| 1Y | -42.1% | -2.9% | -39.2% | -43.4% |
| 3Y | +47.0% | +24.5% | +22.5% | +33.0% |
| 5Y | -2.5% | -29.1% | +26.6% | -4.4% |
| 10Y | +423.4% | -39.1% | +462.5% | +469.5% |
| All | +423.4% | -37.5% | +460.8% | +469.5% |
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