-45.8%
NFLX vs BAH
+3.0%
-48.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -4.4% | -2.6% | -1.8% | -3.9% |
| 30D | -11.0% | +20.4% | -31.4% | -14.0% |
| 3M | -15.5% | +11.9% | -27.4% | -17.4% |
| 6M | -28.5% | +17.1% | -45.6% | -31.4% |
| YTD | -33.1% | +5.5% | -38.7% | -33.8% |
| 1Y | -45.8% | +5.6% | -51.5% | -46.1% |
| All | -45.8% | +3.0% | -48.9% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling