+409.0%
NFLX vs ALLE
+222.4%
+186.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.0% |
| 7D | +2.1% | -0.6% | +2.7% | +2.3% |
| 30D | -9.0% | +25.3% | -34.4% | -15.5% |
| 3M | -14.0% | +10.3% | -24.2% | -16.9% |
| 6M | -28.2% | +38.0% | -66.2% | -35.7% |
| YTD | -32.4% | +17.8% | -50.1% | -36.7% |
| 1Y | -42.2% | +13.6% | -55.8% | -45.3% |
| 3Y | +45.9% | +89.2% | -43.3% | +12.4% |
| 5Y | -1.8% | +51.1% | -52.9% | -19.5% |
| All | +409.0% | +222.4% | +186.5% | +223.5% |
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