+2,289.5%
NFLX vs ALM
+7,705.7%
-5,416.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.3% |
| 7D | -4.2% | -2.6% | -1.6% | -4.2% |
| 30D | +5.5% | +32.0% | -26.5% | +5.4% |
| 3M | -4.1% | -15.0% | +11.0% | -4.1% |
| 6M | -20.7% | -10.1% | -10.6% | -20.7% |
| YTD | -16.5% | +99.4% | -116.0% | -16.6% |
| 1Y | -37.8% | +316.4% | -354.1% | -37.9% |
| 3Y | +77.9% | +2,022.0% | -1,944.1% | +77.4% |
| 5Y | +32.5% | +941.2% | -908.7% | +32.2% |
| 10Y | +703.6% | +2,950.3% | -2,246.8% | +701.8% |
| All | +2,289.5% | +7,705.7% | -5,416.2% | +2,311.0% |
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