-39.3%
NFLX vs ALM
+44.8%
-84.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.7% |
| 7D | +7.1% | -6.4% | +13.5% | +7.0% |
| 30D | -1.6% | -35.0% | +33.3% | -1.8% |
| 3M | -9.8% | -33.8% | +24.1% | -10.0% |
| 6M | -27.1% | -55.0% | +28.0% | -26.9% |
| YTD | -29.2% | -0.2% | -29.0% | -30.7% |
| 1Y | -39.3% | +41.8% | -81.0% | -41.9% |
| All | -39.3% | +44.8% | -84.1% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling