+6,835.9%
NFLX vs AMCR
+102.7%
+6,733.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | -5.0% | -1.8% | -3.2% | -4.7% |
| 30D | +3.5% | -6.0% | +9.6% | +4.5% |
| 3M | -7.1% | +18.9% | -26.0% | -9.6% |
| 6M | -22.5% | +5.7% | -28.1% | -23.4% |
| YTD | -18.1% | +11.1% | -29.2% | -20.0% |
| 1Y | -38.3% | +14.4% | -52.8% | -40.1% |
| 3Y | +73.4% | +13.0% | +60.4% | +66.5% |
| 5Y | +26.7% | -7.5% | +34.2% | +26.4% |
| 10Y | +670.3% | +20.1% | +650.2% | +623.5% |
| All | +6,835.9% | +102.7% | +6,733.1% | +6,557.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling