+991.2%
NFLX vs ALLY
+98.1%
+893.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | +2.1% | +0.9% | +1.2% | +1.9% |
| 30D | -9.0% | +3.1% | -12.1% | -9.7% |
| 3M | -14.0% | -12.6% | -1.4% | -11.3% |
| 6M | -28.2% | -12.4% | -15.7% | -26.2% |
| YTD | -32.4% | -13.2% | -19.2% | -30.8% |
| 1Y | -42.2% | +1.8% | -44.0% | -43.2% |
| 3Y | +45.9% | +58.0% | -12.1% | +24.8% |
| 5Y | -1.8% | -8.4% | +6.6% | -6.7% |
| 10Y | +419.6% | +195.3% | +224.4% | +272.7% |
| All | +991.2% | +98.1% | +893.1% | +799.9% |
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