+667.4%
NFLX vs APA
-2.8%
+670.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -8.1% | +0.8% | -8.8% | -8.1% |
| 30D | +1.6% | +9.6% | -8.0% | +0.7% |
| 3M | -7.3% | +18.0% | -25.3% | -8.9% |
| 6M | -21.6% | +41.9% | -63.5% | -24.5% |
| YTD | -18.9% | +86.3% | -105.2% | -24.0% |
| 1Y | -39.1% | +97.9% | -136.9% | -43.4% |
| 3Y | +71.7% | +12.8% | +58.9% | +64.9% |
| 5Y | +27.0% | +177.2% | -150.2% | +12.8% |
| All | +667.4% | -2.8% | +670.2% | +645.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling