+29.0%
NFLX vs ALK
-25.3%
+54.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.9% | -5.7% |
| 7D | -4.2% | -0.7% | -3.6% | -4.1% |
| 30D | +5.5% | -19.2% | +24.7% | +10.0% |
| 3M | -4.1% | -1.5% | -2.5% | -4.7% |
| 6M | -20.7% | -13.1% | -7.6% | -19.7% |
| YTD | -16.5% | -16.4% | -0.1% | -15.5% |
| 1Y | -37.8% | -33.1% | -4.7% | -33.4% |
| 3Y | +77.9% | +0.6% | +77.3% | +55.8% |
| All | +29.0% | -25.3% | +54.2% | +19.7% |
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