+687.9%
NFLX vs BAH
+186.6%
+501.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -8.1% | -1.3% | -6.8% | -7.8% |
| 30D | -0.3% | -6.6% | +6.3% | +1.3% |
| 3M | -6.6% | -7.2% | +0.5% | -5.3% |
| 6M | -22.7% | -10.0% | -12.7% | -21.3% |
| YTD | -18.9% | -12.5% | -6.5% | -17.4% |
| 1Y | -39.8% | -27.9% | -11.9% | -35.9% |
| 3Y | +71.7% | -31.4% | +103.1% | +74.6% |
| 5Y | +27.2% | -3.2% | +30.5% | +11.7% |
| 10Y | +687.9% | +191.5% | +496.4% | +409.2% |
| All | +687.9% | +186.6% | +501.2% | +409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling