-42.2%
NFLX vs ARM
+4.6%
-46.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.7% | -8.0% | -3.1% |
| 7D | +2.1% | -15.2% | +17.4% | +1.6% |
| 30D | -9.0% | -40.7% | +31.7% | -10.3% |
| 3M | -14.0% | -39.1% | +25.1% | -14.8% |
| 6M | -28.2% | -26.4% | -1.7% | -29.0% |
| YTD | -32.4% | +59.7% | -92.1% | -34.6% |
| 1Y | -42.2% | +10.3% | -52.5% | -45.5% |
| All | -42.2% | +4.6% | -46.8% | -45.5% |
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 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