+54,696.4%
NFLX vs APH
+11,392.8%
+43,303.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.3% | +8.1% | +3.0% |
| 7D | +5.7% | -12.7% | +18.4% | +11.7% |
| 30D | -4.6% | -19.2% | +14.6% | +3.8% |
| 3M | -11.6% | -16.7% | +5.0% | -6.1% |
| 6M | -25.4% | +5.1% | -30.5% | -30.9% |
| YTD | -30.1% | +6.6% | -36.6% | -37.9% |
| 1Y | -40.3% | +3.9% | -44.2% | -46.6% |
| 3Y | +51.6% | +246.0% | -194.4% | -29.3% |
| 5Y | +1.5% | +268.0% | -266.5% | -53.7% |
| 10Y | +437.2% | +868.2% | -431.0% | +47.7% |
| All | +54,696.4% | +11,392.8% | +43,303.6% | +3,238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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