+72.4%
NFLX vs AME
+56.9%
+15.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | +2.8% | -7.8% | -5.5% |
| 30D | +3.5% | -6.3% | +9.8% | +4.6% |
| 3M | -7.1% | +5.4% | -12.5% | -8.7% |
| 6M | -22.5% | +7.4% | -29.9% | -24.5% |
| YTD | -18.1% | +16.2% | -34.3% | -22.3% |
| 1Y | -38.3% | +26.8% | -65.1% | -43.3% |
| All | +72.4% | +56.9% | +15.5% | +43.7% |
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