-2.7%
NFLX vs AMT
-20.2%
+17.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.8% |
| 7D | +2.1% | +0.5% | +1.6% | +2.1% |
| 30D | -9.0% | +13.6% | -22.6% | -11.1% |
| 3M | -14.0% | +11.5% | -25.4% | -15.7% |
| 6M | -28.2% | +6.9% | -35.1% | -29.2% |
| YTD | -32.4% | +10.8% | -43.2% | -33.9% |
| 1Y | -42.2% | +10.3% | -52.5% | -43.5% |
| 3Y | +45.9% | +12.4% | +33.4% | +36.4% |
| All | -2.7% | -20.2% | +17.5% | +1.0% |
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