+1,831.8%
NFLX vs ALM
+3,516.3%
-1,684.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.2% | +6.2% | -1.1% |
| 7D | -0.3% | -6.3% | +6.1% | -0.2% |
| 30D | -10.0% | -31.4% | +21.4% | -10.0% |
| 3M | -17.1% | -40.6% | +23.5% | -17.0% |
| 6M | -27.7% | -58.6% | +30.9% | -27.6% |
| YTD | -32.5% | -7.6% | -24.9% | -32.6% |
| 1Y | -43.5% | +13.8% | -57.4% | -43.6% |
| 3Y | +41.4% | +842.1% | -800.7% | +41.2% |
| 5Y | -2.2% | +407.4% | -409.6% | -2.4% |
| 10Y | +448.1% | +2,079.4% | -1,631.3% | +447.5% |
| All | +1,831.8% | +3,516.3% | -1,684.6% | +1,850.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling