+409.0%
NFLX vs AMBA
-0.9%
+409.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | -4.4% |
| 7D | +2.1% | -7.2% | +9.4% | +3.4% |
| 30D | -9.0% | -10.4% | +1.4% | -7.6% |
| 3M | -14.0% | -30.1% | +16.2% | -8.8% |
| 6M | -28.2% | -22.4% | -5.7% | -28.4% |
| YTD | -32.4% | -17.3% | -15.0% | -34.8% |
| 1Y | -42.2% | -35.4% | -6.8% | -41.6% |
| 3Y | +45.9% | +18.6% | +27.2% | +16.6% |
| 5Y | -1.8% | -69.8% | +68.0% | +1.5% |
| All | +409.0% | -0.9% | +409.9% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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