+29.0%
NFLX vs ALLE
+13.7%
+15.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -5.7% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | +5.5% | -6.8% | +12.3% | +8.0% |
| 3M | -4.1% | +21.0% | -25.1% | -11.0% |
| 6M | -20.7% | +1.1% | -21.8% | -21.5% |
| YTD | -16.5% | -0.5% | -16.0% | -17.4% |
| 1Y | -37.8% | -7.3% | -30.5% | -36.7% |
| 3Y | +77.9% | +42.3% | +35.6% | +43.0% |
| All | +29.0% | +13.7% | +15.2% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling