+2,530.7%
NFLX vs BAH
+1,084.3%
+1,446.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.3% | +0.5% | -0.7% | -0.4% |
| 30D | -10.0% | +18.2% | -28.2% | -14.1% |
| 3M | -17.1% | +13.1% | -30.2% | -20.0% |
| 6M | -27.7% | +15.2% | -42.9% | -31.0% |
| YTD | -32.5% | +6.0% | -38.5% | -34.7% |
| 1Y | -43.5% | +3.1% | -46.6% | -45.2% |
| 3Y | +41.4% | -26.2% | +67.6% | +44.2% |
| 5Y | -2.2% | +9.3% | -11.5% | -14.1% |
| 10Y | +448.1% | +212.3% | +235.8% | +235.5% |
| All | +2,530.7% | +1,084.3% | +1,446.4% | +916.9% |
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