+53,350.7%
NFLX vs AME
+4,939.6%
+48,411.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -1.4% |
| 7D | +2.6% | -1.5% | +4.1% | +3.0% |
| 30D | -9.0% | -4.2% | -4.9% | -7.7% |
| 3M | -13.7% | -5.9% | -7.8% | -12.1% |
| 6M | -26.9% | +2.8% | -29.7% | -29.7% |
| YTD | -31.8% | +16.6% | -48.4% | -39.4% |
| 1Y | -42.1% | +22.1% | -64.2% | -50.0% |
| 3Y | +47.0% | +64.7% | -17.7% | +4.3% |
| 5Y | -2.5% | +76.6% | -79.1% | -33.5% |
| 10Y | +423.4% | +443.9% | -20.5% | +71.4% |
| All | +53,350.7% | +4,939.6% | +48,411.1% | +2,960.7% |
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