+423.4%
NFLX vs ALLE
+233.6%
+189.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | 0.0% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | -9.0% | +26.6% | -35.6% | -15.7% |
| 3M | -13.7% | +13.2% | -26.9% | -17.3% |
| 6M | -26.9% | +42.9% | -69.8% | -35.3% |
| YTD | -31.8% | +21.0% | -52.8% | -36.7% |
| 1Y | -42.1% | +15.2% | -57.2% | -45.4% |
| 3Y | +47.0% | +95.6% | -48.6% | +12.0% |
| 5Y | -2.5% | +53.4% | -55.9% | -20.6% |
| 10Y | +423.4% | +221.5% | +201.9% | +223.2% |
| All | +423.4% | +233.6% | +189.7% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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