+65,302.9%
NFLX vs AME
+4,921.3%
+60,381.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -6.2% |
| 7D | -4.2% | +0.6% | -4.9% | -4.6% |
| 30D | +5.5% | -6.7% | +12.1% | +9.1% |
| 3M | -4.1% | +4.1% | -8.1% | -7.1% |
| 6M | -20.7% | +1.6% | -22.3% | -22.9% |
| YTD | -16.5% | +16.1% | -32.7% | -24.9% |
| 1Y | -37.8% | +27.3% | -65.1% | -47.2% |
| 3Y | +77.9% | +50.9% | +27.0% | +34.1% |
| 5Y | +32.5% | +81.4% | -48.9% | -10.2% |
| 10Y | +703.6% | +417.0% | +286.6% | +174.0% |
| All | +65,302.9% | +4,921.3% | +60,381.6% | +3,693.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling