+1,246.6%
NFLX vs ALLY
+124.8%
+1,121.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.7% | -5.4% |
| 7D | -4.2% | +3.7% | -7.9% | -5.0% |
| 30D | +5.5% | -2.3% | +7.7% | +6.0% |
| 3M | -4.1% | +3.8% | -7.9% | -5.1% |
| 6M | -20.7% | +9.7% | -30.4% | -22.9% |
| YTD | -16.5% | -1.4% | -15.1% | -17.0% |
| 1Y | -37.8% | +8.2% | -46.0% | -39.8% |
| 3Y | +77.9% | +66.5% | +11.4% | +50.2% |
| 5Y | +32.5% | +1.2% | +31.3% | +22.6% |
| 10Y | +703.6% | +191.4% | +512.1% | +481.3% |
| All | +1,246.6% | +124.8% | +1,121.7% | +979.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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