+1,198.7%
NFLX vs ALLE
+327.3%
+871.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| 3M | -14.0% | +10.3% | -24.2% | -17.1% |
| 6M | -28.2% | +38.0% | -66.2% | -36.3% |
| YTD | -32.4% | +17.8% | -50.1% | -37.0% |
| 1Y | -42.2% | +13.6% | -55.8% | -45.5% |
| 3Y | +45.9% | +89.2% | -43.3% | +10.6% |
| 5Y | -1.8% | +51.1% | -52.9% | -20.1% |
| 10Y | +419.6% | +228.1% | +191.5% | +186.9% |
| All | +1,198.7% | +327.3% | +871.4% | +546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling