+3,154.0%
NFLX vs BAH
+886.2%
+2,267.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.9% | -5.0% |
| 7D | -4.2% | -3.2% | -1.0% | -3.4% |
| 30D | +5.5% | +2.0% | +3.5% | +4.8% |
| 3M | -4.1% | -7.6% | +3.6% | -2.5% |
| 6M | -20.7% | -5.7% | -15.0% | -20.2% |
| YTD | -16.5% | -11.7% | -4.8% | -15.1% |
| 1Y | -37.8% | -27.4% | -10.4% | -33.6% |
| 3Y | +77.9% | -32.5% | +110.4% | +84.7% |
| 5Y | +32.5% | -3.3% | +35.8% | +19.9% |
| 10Y | +703.6% | +186.0% | +517.6% | +402.2% |
| All | +3,154.0% | +886.2% | +2,267.8% | +1,223.8% |
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 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