+1,502.7%
NFLX vs ALLE
+260.9%
+1,241.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 3M | -4.1% | +21.0% | -25.1% | -10.7% |
| 6M | -20.7% | +1.1% | -21.8% | -21.7% |
| YTD | -16.5% | -0.5% | -16.0% | -17.4% |
| 1Y | -37.8% | -7.3% | -30.5% | -37.0% |
| 3Y | +77.9% | +42.3% | +35.6% | +49.8% |
| 5Y | +32.5% | +13.5% | +19.0% | +18.7% |
| 10Y | +703.6% | +144.0% | +559.5% | +399.6% |
| All | +1,502.7% | +260.9% | +1,241.8% | +747.1% |
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