+47.0%
NFLX vs ARM
+265.3%
-218.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | +0.3% |
| 7D | +2.6% | -5.3% | +7.9% | +2.9% |
| 30D | -9.0% | -30.0% | +21.0% | -6.7% |
| 3M | -13.7% | -34.1% | +20.3% | -11.5% |
| 6M | -26.9% | -12.6% | -14.3% | -28.8% |
| YTD | -31.8% | +70.4% | -102.2% | -39.8% |
| 1Y | -42.1% | +22.3% | -64.3% | -46.6% |
| 3Y | +47.0% | +261.2% | -214.2% | +19.8% |
| All | +47.0% | +265.3% | -218.3% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling