+57.7%
NFLX vs AUR
-34.9%
+92.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.2% |
| 7D | -5.0% | +19.2% | -24.2% | -7.2% |
| 30D | +3.5% | -7.8% | +11.3% | +4.3% |
| 3M | -7.1% | +4.0% | -11.1% | -8.4% |
| 6M | -22.5% | +45.0% | -67.5% | -27.8% |
| YTD | -18.1% | +69.5% | -87.7% | -25.9% |
| 1Y | -38.3% | +13.0% | -51.3% | -41.2% |
| 3Y | +73.4% | +90.4% | -17.0% | +32.9% |
| 5Y | +26.7% | -34.2% | +60.8% | +0.4% |
| All | +57.7% | -34.9% | +92.6% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling