+45.2%
NFLX vs ALK
+20.7%
+24.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.3% | +2.1% |
| 7D | -2.8% | +2.6% | -5.4% | -3.0% |
| 30D | -8.6% | +7.8% | -16.4% | -9.4% |
| 3M | -13.7% | -15.2% | +1.5% | -12.8% |
| 6M | -24.5% | +5.0% | -29.5% | -25.3% |
| YTD | -31.2% | -18.4% | -12.7% | -30.7% |
| 1Y | -43.2% | -2.4% | -40.8% | -44.4% |
| All | +45.2% | +20.7% | +24.5% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling