-28.5%
NFLX vs ALLE
+44.8%
-73.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.8% |
| 7D | -4.4% | +1.6% | -5.9% | -4.6% |
| 30D | -11.0% | +24.1% | -35.1% | -14.1% |
| 3M | -15.5% | +14.8% | -30.4% | -17.7% |
| 6M | -28.5% | +45.9% | -74.4% | -32.4% |
| All | -28.5% | +44.8% | -73.3% | -32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling