+15.2%
NFLX vs APP
+465.0%
-449.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | -0.4% |
| 7D | -0.3% | +61.1% | -61.3% | -10.4% |
| 30D | -10.0% | +42.8% | -52.8% | -17.3% |
| 3M | -17.1% | +16.7% | -33.7% | -20.8% |
| 6M | -27.7% | -15.6% | -12.1% | -27.6% |
| YTD | -32.5% | -41.3% | +8.8% | -29.0% |
| 1Y | -43.5% | -39.3% | -4.2% | -41.3% |
| 3Y | +41.4% | +803.2% | -761.8% | -33.1% |
| 5Y | -2.2% | +313.2% | -315.4% | -51.7% |
| All | +15.2% | +465.0% | -449.8% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 10y: compounded portfolio wealth divided by compounded APP 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…
10y analysis · Full analysis span regression · 6 months rolling