+667.4%
NFLX vs ALM
+2,776.7%
-2,109.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +0.2% |
| 7D | -8.1% | -7.1% | -0.9% | -7.9% |
| 30D | +1.6% | +24.7% | -23.0% | +0.9% |
| 3M | -7.3% | +8.3% | -15.6% | -7.8% |
| 6M | -21.6% | -22.2% | +0.6% | -21.6% |
| YTD | -18.9% | +88.1% | -107.0% | -21.2% |
| 1Y | -39.1% | +272.4% | -311.4% | -42.1% |
| 3Y | +71.7% | +2,004.1% | -1,932.5% | +54.1% |
| 5Y | +27.0% | +915.8% | -888.8% | +15.7% |
| All | +667.4% | +2,776.7% | -2,109.3% | +535.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling