+2,536.9%
NFLX vs BAH
+1,056.2%
+1,480.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.2% | -2.1% |
| 7D | +2.1% | -3.5% | +5.7% | +3.1% |
| 30D | -9.0% | +24.3% | -33.3% | -14.3% |
| 3M | -14.0% | +16.3% | -30.3% | -17.6% |
| 6M | -28.2% | +13.6% | -41.8% | -31.2% |
| YTD | -32.4% | +3.5% | -35.9% | -34.2% |
| 1Y | -42.2% | +2.7% | -44.9% | -43.9% |
| 3Y | +45.9% | -26.6% | +72.4% | +48.8% |
| 5Y | -1.8% | +8.5% | -10.3% | -13.7% |
| 10Y | +419.6% | +225.1% | +194.5% | +213.9% |
| All | +2,536.9% | +1,056.2% | +1,480.7% | +925.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling