+58.0%
NFLX vs ARM
+223.5%
-165.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.9% |
| 7D | -0.3% | -10.4% | +10.1% | +0.4% |
| 30D | -10.0% | -31.8% | +21.8% | -7.6% |
| 3M | -17.1% | -32.2% | +15.2% | -15.2% |
| 6M | -27.7% | -14.9% | -12.8% | -29.3% |
| YTD | -32.5% | +66.0% | -98.6% | -40.0% |
| 1Y | -43.5% | +17.2% | -60.7% | -47.6% |
| 3Y | +41.4% | +247.2% | -205.8% | +20.6% |
| All | +58.0% | +223.5% | -165.6% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling