+26.7%
NFLX vs ALM
+1,033.0%
-1,006.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.8% | -10.7% | -2.1% |
| 7D | -5.0% | +8.4% | -13.4% | -5.2% |
| 30D | +3.5% | +34.8% | -31.3% | +2.9% |
| 3M | -7.1% | +16.2% | -23.3% | -7.5% |
| 6M | -22.5% | +2.1% | -24.6% | -22.9% |
| YTD | -18.1% | +117.0% | -135.1% | -20.2% |
| 1Y | -38.3% | +313.9% | -352.2% | -40.8% |
| 3Y | +73.4% | +2,327.9% | -2,254.6% | +69.1% |
| 5Y | +26.7% | +1,040.6% | -1,014.0% | +26.5% |
| All | +26.7% | +1,033.0% | -1,006.4% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling