-28.2%
NFLX vs APP
-18.3%
-9.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.9% | -13.1% | -4.0% |
| 7D | +2.1% | +71.2% | -69.1% | -3.4% |
| 30D | -9.0% | +39.1% | -48.1% | -12.0% |
| 3M | -14.0% | +16.5% | -30.5% | -15.6% |
| 6M | -28.2% | -16.6% | -11.6% | -29.0% |
| All | -28.2% | -18.3% | -9.8% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling