+95.4%
NFLX vs ARM
+349.4%
-254.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.9% | -9.3% | -5.7% |
| 7D | -4.2% | +5.5% | -9.7% | -4.7% |
| 30D | +5.5% | -8.2% | +13.6% | +6.1% |
| 3M | -4.1% | -35.9% | +31.9% | -0.9% |
| 6M | -20.7% | +103.1% | -123.8% | -29.5% |
| YTD | -16.5% | +130.6% | -147.2% | -27.2% |
| 1Y | -37.8% | +86.1% | -123.8% | -44.4% |
| All | +95.4% | +349.4% | -254.0% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling