-8.5%
NFLX vs ALK
-31.3%
+22.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -2.0% | -1.2% | -0.8% | -1.8% |
| 30D | -11.9% | +7.7% | -19.6% | -13.5% |
| 3M | -20.6% | -19.0% | -1.6% | -17.3% |
| 6M | -29.0% | -0.2% | -28.8% | -30.3% |
| YTD | -33.7% | -23.5% | -10.2% | -31.8% |
| 1Y | -46.2% | -9.1% | -37.0% | -47.6% |
| 3Y | +39.8% | +12.0% | +27.8% | +10.7% |
| All | -8.5% | -31.3% | +22.8% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling