-45.8%
NFLX vs AME
+22.2%
-68.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -2.7% |
| 7D | -4.4% | +8.1% | -12.5% | -2.1% |
| 30D | -11.0% | -3.8% | -7.3% | -11.9% |
| 3M | -15.5% | -6.6% | -8.9% | -16.7% |
| 6M | -28.5% | +4.6% | -33.0% | -27.7% |
| YTD | -33.1% | +17.9% | -51.1% | -28.1% |
| 1Y | -45.8% | +23.2% | -69.1% | -40.3% |
| All | -45.8% | +22.2% | -68.1% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling