+55.2%
NFLX vs ARM
+239.6%
-184.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | -0.5% |
| 7D | -2.0% | +9.1% | -11.1% | -2.7% |
| 30D | -11.9% | -19.9% | +8.0% | -10.7% |
| 3M | -20.6% | -31.6% | +11.1% | -18.8% |
| 6M | -29.0% | -13.9% | -15.2% | -30.6% |
| YTD | -33.7% | +74.3% | -108.0% | -41.3% |
| 1Y | -46.2% | +35.8% | -81.9% | -50.8% |
| 3Y | +39.8% | +268.6% | -228.8% | +18.7% |
| All | +55.2% | +239.6% | -184.4% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling