-37.8%
NFLX vs ARM
+92.2%
-130.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.9% | -9.3% | -5.3% |
| 7D | -4.2% | +5.5% | -9.7% | -4.2% |
| 30D | +5.5% | -8.2% | +13.6% | +5.4% |
| 3M | -4.1% | -35.9% | +31.9% | -3.4% |
| 6M | -20.7% | +103.1% | -123.8% | -23.9% |
| YTD | -16.5% | +130.6% | -147.2% | -20.4% |
| 1Y | -37.8% | +86.1% | -123.8% | -38.2% |
| All | -37.8% | +92.2% | -130.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling