+1,367.2%
NFLX vs ARMK
+350.8%
+1,016.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.2% |
| 7D | -4.2% | -2.4% | -1.8% | -3.7% |
| 30D | +5.5% | 0.0% | +5.4% | +5.3% |
| 3M | -4.1% | +6.7% | -10.7% | -5.7% |
| 6M | -20.7% | +38.8% | -59.5% | -26.7% |
| YTD | -16.5% | +55.2% | -71.7% | -24.9% |
| 1Y | -37.8% | +46.6% | -84.4% | -43.4% |
| 3Y | +77.9% | +112.9% | -35.0% | +46.8% |
| 5Y | +32.5% | +144.0% | -111.5% | +6.2% |
| 10Y | +703.6% | +132.4% | +571.1% | +566.5% |
| All | +1,367.2% | +350.8% | +1,016.4% | +952.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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