+74.4%
NFLX vs ALK
+2.1%
+72.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.9% | -5.5% |
| 7D | -4.2% | -0.7% | -3.6% | -4.2% |
| 30D | +5.5% | -19.2% | +24.7% | +7.3% |
| 3M | -4.1% | -1.5% | -2.5% | -4.3% |
| 6M | -20.7% | -13.1% | -7.6% | -20.1% |
| YTD | -16.5% | -16.4% | -0.1% | -15.9% |
| 1Y | -37.8% | -33.1% | -4.7% | -35.6% |
| All | +74.4% | +2.1% | +72.3% | +72.4% |
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