-8.5%
NFLX vs AMT
-15.7%
+7.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.0% |
| 7D | -2.0% | +1.5% | -3.5% | -2.3% |
| 30D | -11.9% | +6.8% | -18.8% | -13.0% |
| 3M | -20.6% | +11.2% | -31.8% | -22.1% |
| 6M | -29.0% | +12.5% | -41.5% | -30.7% |
| YTD | -33.7% | +12.5% | -46.2% | -35.4% |
| 1Y | -46.2% | +10.1% | -56.3% | -47.4% |
| 3Y | +39.8% | +16.0% | +23.8% | +29.5% |
| All | -8.5% | -15.7% | +7.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 5y: compounded portfolio wealth divided by compounded AMT 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…
5y analysis · Full analysis span regression · 6 months rolling