+31.3%
NFLX vs AUR
-35.1%
+66.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.6% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | +4.3% | -6.4% | +10.7% | +4.9% |
| 3M | -4.8% | +7.7% | -12.5% | -6.5% |
| 6M | -18.4% | +44.5% | -62.9% | -24.0% |
| YTD | -17.4% | +67.4% | -84.9% | -25.2% |
| 1Y | -35.7% | +15.4% | -51.1% | -38.9% |
| 3Y | +73.8% | +94.8% | -21.1% | +32.5% |
| All | +31.3% | -35.1% | +66.4% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling