-39.3%
NFLX vs AUR
-17.4%
-21.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +4.7% |
| 7D | +7.1% | -19.8% | +26.9% | +7.1% |
| 30D | -1.6% | -29.0% | +27.4% | -1.6% |
| 3M | -9.8% | -43.6% | +33.8% | -10.1% |
| 6M | -27.1% | -36.6% | +9.6% | -27.3% |
| YTD | -29.2% | +6.3% | -35.4% | -29.2% |
| 1Y | -39.3% | -9.0% | -30.2% | -40.0% |
| All | -39.3% | -17.4% | -21.8% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling