+26.7%
NFLX vs ATI
+1,101.9%
-1,075.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -5.0% | +3.2% | -8.2% | -5.4% |
| 30D | +3.5% | -9.0% | +12.6% | +4.8% |
| 3M | -7.1% | +15.1% | -22.2% | -9.6% |
| 6M | -22.5% | +38.1% | -60.6% | -27.3% |
| YTD | -18.1% | +80.7% | -98.8% | -27.1% |
| 1Y | -38.3% | +167.5% | -205.8% | -49.2% |
| 3Y | +73.4% | +366.0% | -292.6% | +24.5% |
| 5Y | +26.7% | +1,088.8% | -1,062.1% | -14.9% |
| All | +26.7% | +1,101.9% | -1,075.2% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling