-44.3%
NFLX vs AME
+21.3%
-65.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -4.1% | +3.9% | -1.5% |
| 30D | -10.0% | -4.1% | -5.9% | -11.0% |
| 3M | -17.1% | -5.6% | -11.5% | -18.2% |
| 6M | -27.7% | +2.8% | -30.5% | -27.2% |
| YTD | -32.5% | +16.6% | -49.1% | -27.5% |
| All | -44.3% | +21.3% | -65.6% | -38.4% |
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