+47.0%
NFLX vs ATI
+323.3%
-276.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.4% |
| 7D | +2.6% | +6.0% | -3.4% | +2.0% |
| 30D | -9.0% | -3.6% | -5.4% | -8.8% |
| 3M | -13.7% | -18.9% | +5.1% | -12.1% |
| 6M | -26.9% | +16.7% | -43.6% | -29.2% |
| YTD | -31.8% | +61.1% | -92.9% | -37.9% |
| 1Y | -42.1% | +89.3% | -131.4% | -48.9% |
| 3Y | +47.0% | +333.3% | -286.3% | +7.5% |
| All | +47.0% | +323.3% | -276.3% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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