+47.0%
NFLX vs AME
+63.1%
-16.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.4% |
| 7D | +2.6% | -1.5% | +4.1% | +2.7% |
| 30D | -9.0% | -4.2% | -4.9% | -8.7% |
| 3M | -13.7% | -5.9% | -7.8% | -13.3% |
| 6M | -26.9% | +2.8% | -29.7% | -27.9% |
| YTD | -31.8% | +16.6% | -48.4% | -35.4% |
| 1Y | -42.1% | +22.1% | -64.2% | -45.9% |
| 3Y | +47.0% | +64.7% | -17.7% | +31.5% |
| All | +47.0% | +63.1% | -16.2% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling