+16.4%
NFLX vs APP
+485.7%
-469.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | -0.1% |
| 7D | +2.6% | +79.2% | -76.6% | -9.8% |
| 30D | -9.0% | +48.0% | -57.0% | -17.0% |
| 3M | -13.7% | +18.2% | -32.0% | -17.8% |
| 6M | -26.9% | -12.5% | -14.4% | -27.3% |
| YTD | -31.8% | -39.2% | +7.4% | -28.7% |
| 1Y | -42.1% | -33.9% | -8.2% | -40.9% |
| 3Y | +47.0% | +933.3% | -886.3% | -32.9% |
| 5Y | -2.5% | +295.9% | -298.4% | -52.0% |
| All | +16.4% | +485.7% | -469.3% | -46.8% |
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