+76.6%
NFLX vs BAH
-32.4%
+108.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.9% | -5.2% |
| 7D | -4.2% | -3.2% | -1.0% | -3.9% |
| 30D | +5.5% | +2.0% | +3.5% | +5.3% |
| 3M | -4.1% | -7.6% | +3.6% | -3.9% |
| 6M | -20.7% | -5.7% | -15.0% | -20.7% |
| YTD | -16.5% | -11.7% | -4.8% | -16.2% |
| 1Y | -37.8% | -27.4% | -10.4% | -36.9% |
| All | +76.6% | -32.4% | +108.9% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling